+249.0%
MXL vs GLDM
+225.0%
+24.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +1.9% | +11.8% | +12.8% |
| 7D | -8.8% | +5.0% | -13.8% | -11.1% |
| 30D | -41.9% | -1.3% | -40.6% | -41.5% |
| 3M | -25.4% | -4.7% | -20.7% | -23.7% |
| 6M | -44.0% | -12.4% | -31.6% | -40.8% |
| YTD | +220.8% | -4.1% | +224.8% | +227.1% |
| 1Y | +278.8% | +3.3% | +275.5% | +275.1% |
| 3Y | +249.4% | +110.9% | +138.5% | +151.9% |
| 5Y | -17.3% | +124.8% | -142.1% | -43.3% |
| All | +249.0% | +225.0% | +24.0% | +147.4% |
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