+518.8%
FLEX vs GLDM
+221.7%
+297.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.8% | -14.5% | -13.9% |
| 7D | -28.3% | +1.9% | -30.2% | -28.8% |
| 30D | -45.0% | -1.7% | -43.3% | -44.7% |
| 3M | -45.2% | -3.5% | -41.7% | -44.7% |
| 6M | -30.8% | -10.1% | -20.8% | -28.6% |
| YTD | +10.4% | -5.0% | +15.5% | +13.2% |
| 1Y | +2.3% | +2.8% | -0.5% | +3.4% |
| 3Y | +238.9% | +105.1% | +133.8% | +205.7% |
| 5Y | +386.0% | +124.3% | +261.7% | +325.9% |
| All | +518.8% | +221.7% | +297.1% | +445.9% |
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 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