+547.0%
FLEX vs GLDM
+219.1%
+328.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.8% |
| 7D | -19.3% | +4.7% | -24.0% | -20.6% |
| 30D | -41.5% | -0.9% | -40.7% | -41.3% |
| 3M | -43.1% | -4.3% | -38.8% | -42.4% |
| 6M | -48.2% | -13.4% | -34.8% | -46.1% |
| YTD | +15.5% | -5.8% | +21.3% | +18.7% |
| 1Y | +10.2% | +2.1% | +8.2% | +11.7% |
| 3Y | +256.8% | +105.0% | +151.8% | +222.3% |
| 5Y | +408.2% | +122.5% | +285.7% | +346.3% |
| All | +547.0% | +219.1% | +328.0% | +472.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling