+305.1%
MXL vs GLDM
-3.6%
+308.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.2% | +12.5% | +12.1% |
| 7D | +5.5% | -2.0% | +7.4% | +6.6% |
| 30D | -32.6% | -4.4% | -28.2% | -30.5% |
| 3M | -13.1% | -8.8% | -4.3% | -7.6% |
| 6M | -41.4% | -15.9% | -25.5% | -36.1% |
| YTD | +243.9% | -7.7% | +251.6% | +286.1% |
| 1Y | +305.1% | -3.6% | +308.7% | +331.3% |
| All | +305.1% | -3.6% | +308.7% | +331.3% |
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