+238.5%
MXL vs GLDM
+99.9%
+138.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +13.4% | -4.6% | +18.0% | +16.1% |
| 30D | -29.2% | -5.5% | -23.8% | -27.3% |
| 3M | -27.2% | -10.9% | -16.4% | -22.9% |
| 6M | -36.4% | -17.3% | -19.1% | -31.1% |
| YTD | +220.0% | -10.2% | +230.2% | +240.0% |
| 1Y | +304.8% | -6.9% | +311.7% | +324.4% |
| 3Y | +238.5% | +98.7% | +139.8% | +130.6% |
| All | +238.5% | +99.9% | +138.6% | +130.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling