+315.1%
MXL vs GLDM
+242.2%
+72.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.7% | +7.7% | +6.7% |
| 7D | +15.5% | +0.7% | +14.7% | +15.0% |
| 30D | -11.3% | +0.3% | -11.6% | -11.5% |
| 3M | -16.1% | +0.7% | -16.8% | -16.4% |
| 6M | +323.0% | -15.4% | +338.5% | +349.6% |
| YTD | +281.5% | +1.0% | +280.5% | +279.1% |
| 1Y | +319.3% | +19.7% | +299.5% | +290.8% |
| 3Y | +189.4% | +126.5% | +62.9% | +101.2% |
| 5Y | +26.0% | +142.5% | -116.5% | -16.7% |
| All | +315.1% | +242.2% | +72.9% | +186.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling