+816.6%
GLD vs MLM
+1,228.9%
-412.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -0.9% |
| 7D | -0.5% | -2.9% | +2.4% | -0.4% |
| 30D | +4.4% | -6.8% | +11.2% | +4.6% |
| 3M | -1.1% | -11.2% | +10.1% | -0.8% |
| 6M | -13.8% | -21.8% | +8.1% | -13.3% |
| YTD | +2.6% | -17.0% | +19.6% | +3.0% |
| 1Y | +24.5% | -16.4% | +40.9% | +25.0% |
| 3Y | +125.8% | +14.5% | +111.4% | +125.1% |
| 5Y | +137.8% | +41.7% | +96.0% | +135.8% |
| 10Y | +221.4% | +200.0% | +21.3% | +212.1% |
| All | +816.6% | +1,228.9% | -412.3% | +717.3% |
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