+194.5%
MET vs GLDM
+221.7%
-27.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.0% |
| 7D | -0.5% | +1.9% | -2.4% | -0.4% |
| 30D | +3.3% | -1.7% | +5.0% | +3.2% |
| 3M | +4.2% | -3.5% | +7.8% | +4.1% |
| 6M | +27.3% | -10.1% | +37.4% | +26.8% |
| YTD | +29.8% | -5.0% | +34.8% | +29.9% |
| 1Y | +30.2% | +2.8% | +27.5% | +31.0% |
| 3Y | +77.6% | +105.1% | -27.5% | +87.0% |
| 5Y | +82.3% | +124.3% | -42.0% | +91.4% |
| All | +194.5% | +221.7% | -27.1% | +253.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling