+746.1%
GLD vs MLM
+1,262.6%
-516.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +0.9% |
| 7D | +1.9% | -1.2% | +3.1% | +1.9% |
| 30D | -1.8% | +7.9% | -9.7% | -2.0% |
| 3M | -3.6% | -4.5% | +0.8% | -3.5% |
| 6M | -10.2% | -12.6% | +2.4% | -10.0% |
| YTD | -5.3% | -14.9% | +9.6% | -5.0% |
| 1Y | +2.5% | -13.1% | +15.5% | +2.7% |
| 3Y | +103.2% | +21.2% | +82.0% | +102.3% |
| 5Y | +121.1% | +32.0% | +89.1% | +119.4% |
| 10Y | +201.9% | +195.3% | +6.5% | +193.3% |
| All | +746.1% | +1,262.6% | -516.5% | +653.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling