+344.7%
MXL vs GLDM
+20.1%
+324.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.6% | +7.0% |
| 7D | +19.0% | +0.2% | +18.8% | +18.7% |
| 30D | +4.5% | +0.3% | +4.2% | +4.4% |
| 3M | -1.5% | +3.3% | -4.8% | -3.4% |
| 6M | +348.6% | -14.5% | +363.1% | +377.3% |
| YTD | +310.3% | +1.9% | +308.3% | +300.6% |
| 1Y | +344.7% | +21.1% | +323.6% | +246.2% |
| All | +344.7% | +20.1% | +324.6% | +246.2% |
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