+202.5%
MET vs GLDM
+216.5%
-14.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +0.7% |
| 7D | +1.8% | +2.9% | -1.1% | +1.8% |
| 30D | +4.8% | -3.9% | +8.7% | +4.7% |
| 3M | +6.2% | -8.1% | +14.3% | +5.9% |
| 6M | +33.8% | -14.7% | +48.5% | +33.0% |
| YTD | +33.3% | -6.6% | +39.9% | +33.3% |
| 1Y | +36.3% | -2.1% | +38.4% | +36.8% |
| 3Y | +84.6% | +107.7% | -23.1% | +94.8% |
| 5Y | +87.7% | +116.5% | -28.8% | +96.7% |
| All | +202.5% | +216.5% | -14.0% | +263.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling