+129.7%
GLDM vs MLM
+15.1%
+114.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | -0.5% | -2.9% | +2.4% | -0.2% |
| 30D | +4.4% | -6.8% | +11.2% | +5.2% |
| 3M | -1.1% | -11.2% | +10.2% | +0.1% |
| 6M | -13.7% | -21.8% | +8.2% | -12.0% |
| YTD | +2.8% | -17.0% | +19.7% | +4.3% |
| 1Y | +24.8% | -16.4% | +41.2% | +26.7% |
| All | +129.7% | +15.1% | +114.5% | +132.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling