+186.6%
MET vs GLDM
+248.1%
-61.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.7% |
| 7D | +1.2% | -0.5% | +1.7% | +1.1% |
| 30D | +1.4% | +4.4% | -3.0% | +1.6% |
| 3M | +17.7% | -1.1% | +18.8% | +17.6% |
| 6M | +35.0% | -13.7% | +48.7% | +33.9% |
| YTD | +26.3% | +2.8% | +23.5% | +26.7% |
| 1Y | +22.8% | +24.8% | -2.0% | +24.9% |
| 3Y | +65.9% | +127.8% | -61.9% | +75.6% |
| 5Y | +85.4% | +141.1% | -55.8% | +95.2% |
| All | +186.6% | +248.1% | -61.6% | +244.9% |
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