+190.2%
MET vs GLDM
+219.1%
-28.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -1.2% | +4.7% | -5.8% | -1.1% |
| 30D | +3.2% | -0.9% | +4.1% | +3.2% |
| 3M | -1.1% | -4.3% | +3.2% | -1.2% |
| 6M | +25.0% | -13.4% | +38.4% | +24.3% |
| YTD | +27.9% | -5.8% | +33.7% | +27.9% |
| 1Y | +32.9% | +2.1% | +30.8% | +33.7% |
| 3Y | +78.8% | +105.0% | -26.2% | +88.4% |
| 5Y | +79.6% | +122.5% | -42.9% | +88.5% |
| All | +190.2% | +219.1% | -28.9% | +248.3% |
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