+274.2%
MXL vs GLDM
+212.7%
+61.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.2% | +12.5% | +11.9% |
| 7D | +5.5% | -2.0% | +7.4% | +6.3% |
| 30D | -32.6% | -4.4% | -28.2% | -31.2% |
| 3M | -13.1% | -8.8% | -4.3% | -9.3% |
| 6M | -41.4% | -15.9% | -25.5% | -36.9% |
| YTD | +243.9% | -7.7% | +251.6% | +256.8% |
| 1Y | +305.1% | -3.6% | +308.7% | +312.9% |
| 3Y | +260.1% | +105.2% | +154.8% | +162.9% |
| 5Y | -12.1% | +112.8% | -124.8% | -38.1% |
| All | +274.2% | +212.7% | +61.5% | +169.9% |
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