+195.9%
MXL vs GLDM
+104.2%
+91.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.8% | +11.8% | +11.4% |
| 7D | -27.1% | +4.7% | -31.8% | -29.1% |
| 30D | -54.2% | -0.9% | -53.3% | -54.0% |
| 3M | -29.9% | -4.3% | -25.6% | -28.2% |
| 6M | -39.5% | -13.4% | -26.1% | -35.9% |
| YTD | +182.2% | -5.8% | +188.0% | +193.1% |
| 1Y | +231.8% | +2.1% | +229.8% | +235.8% |
| 3Y | +195.9% | +105.0% | +90.9% | +107.7% |
| All | +195.9% | +104.2% | +91.7% | +107.7% |
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