+216.0%
GLD vs MLM
+199.9%
+16.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -0.9% |
| 7D | -0.5% | -2.9% | +2.4% | -0.5% |
| 30D | +4.4% | -6.8% | +11.2% | +4.5% |
| 3M | -1.1% | -11.2% | +10.1% | -0.9% |
| 6M | -13.8% | -21.8% | +8.1% | -13.5% |
| YTD | +2.6% | -17.0% | +19.6% | +2.9% |
| 1Y | +24.5% | -16.4% | +40.9% | +24.9% |
| 3Y | +125.8% | +14.5% | +111.4% | +126.3% |
| 5Y | +137.8% | +41.7% | +96.0% | +138.2% |
| All | +216.0% | +199.9% | +16.1% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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