Unless that redirect is something your users are likely to experience, in which case you shouldn't cheat and provide a URL that delivers a different loading delay than visitors will encounter.
Well...in many cases all it really tells you is the roundtrip network latency, which may or may not be something you are interested in.
In my case it actually was sort of interesting - it definitely suggested that the redirects don't have the correct caching headers, because they clearly weren't being served off the CDN. However, this redirect is a pretty unusual case for us, because most of our traffic is either from SEO or links from notifications we send users.
I agree that you should be looking at the experience most users are going to have, but if the first experience for most users is a redirect you should probably do something about that.
In my case it actually was sort of interesting - it definitely suggested that the redirects don't have the correct caching headers, because they clearly weren't being served off the CDN. However, this redirect is a pretty unusual case for us, because most of our traffic is either from SEO or links from notifications we send users.
I agree that you should be looking at the experience most users are going to have, but if the first experience for most users is a redirect you should probably do something about that.