+125.5%
GLDM vs MLM
+40.7%
+84.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.5% |
| 7D | -0.3% | +9.1% | -9.4% | -0.9% |
| 30D | -1.9% | +14.6% | -16.5% | -2.8% |
| 3M | -0.4% | +0.3% | -0.7% | -0.5% |
| 6M | -10.1% | -7.5% | -2.6% | -9.8% |
| YTD | -5.8% | -10.2% | +4.4% | -5.5% |
| 1Y | +3.1% | -10.5% | +13.6% | +3.5% |
| 3Y | +103.4% | +27.8% | +75.6% | +102.3% |
| 5Y | +125.5% | +38.9% | +86.6% | +123.0% |
| All | +125.5% | +40.7% | +84.9% | +123.0% |
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