+297.0%
MXL vs GLDM
+2.8%
+294.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.7% | -14.8% | -13.4% |
| 7D | -24.3% | -0.3% | -24.1% | -24.3% |
| 30D | -46.1% | -1.9% | -44.3% | -45.2% |
| 3M | -21.8% | -0.4% | -21.4% | -20.9% |
| 6M | -27.2% | -10.1% | -17.2% | -22.6% |
| YTD | +226.2% | -5.8% | +232.0% | +254.2% |
| 1Y | +297.0% | +3.1% | +293.9% | +280.8% |
| All | +297.0% | +2.8% | +294.2% | +280.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 1y: compounded portfolio wealth divided by compounded GLDM 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…
1y analysis · Full analysis span regression · 6 months rolling