+124.3%
GLDM vs MLM
+30.6%
+93.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +1.2% |
| 7D | +1.9% | -1.2% | +3.1% | +2.0% |
| 30D | -1.7% | +7.9% | -9.6% | -2.2% |
| 3M | -3.5% | -4.5% | +0.9% | -3.3% |
| 6M | -10.1% | -12.6% | +2.6% | -9.4% |
| YTD | -5.0% | -14.9% | +9.8% | -4.3% |
| 1Y | +2.8% | -13.1% | +15.8% | +3.5% |
| 3Y | +105.1% | +21.2% | +83.9% | +104.7% |
| 5Y | +124.3% | +32.0% | +92.3% | +122.5% |
| All | +124.3% | +30.6% | +93.7% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling