+98.5%
FLEX vs GLDM
+24.7%
+73.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.0% |
| 7D | -0.9% | -0.5% | -0.4% | -0.6% |
| 30D | -10.1% | +4.4% | -14.6% | -12.5% |
| 3M | -31.3% | -1.1% | -30.3% | -31.0% |
| 6M | +71.3% | -13.7% | +84.9% | +81.1% |
| YTD | +81.2% | +2.8% | +78.5% | +81.3% |
| 1Y | +98.5% | +24.8% | +73.6% | +68.9% |
| All | +98.5% | +24.7% | +73.8% | +68.9% |
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 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