+10.2%
FLEX vs GLDM
+1.8%
+8.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +5.0% |
| 7D | -19.3% | +4.7% | -24.0% | -22.0% |
| 30D | -41.5% | -0.9% | -40.7% | -41.1% |
| 3M | -43.1% | -4.3% | -38.8% | -41.7% |
| 6M | -48.2% | -13.4% | -34.8% | -43.5% |
| YTD | +15.5% | -5.8% | +21.3% | +26.5% |
| 1Y | +10.2% | +2.1% | +8.2% | +14.7% |
| All | +10.2% | +1.8% | +8.4% | +14.7% |
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 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