+616.3%
FLEX vs GLDM
+219.0%
+397.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.7% | -16.0% | -13.4% |
| 7D | -17.0% | -0.3% | -16.7% | -17.0% |
| 30D | -33.8% | -1.9% | -32.0% | -33.4% |
| 3M | -39.0% | -0.4% | -38.6% | -39.0% |
| 6M | -15.9% | -10.1% | -5.8% | -13.0% |
| YTD | +27.8% | -5.8% | +33.7% | +31.5% |
| 1Y | +25.0% | +3.1% | +21.9% | +26.6% |
| 3Y | +292.3% | +103.4% | +188.9% | +254.9% |
| 5Y | +472.6% | +125.5% | +347.1% | +402.2% |
| All | +616.3% | +219.0% | +397.3% | +533.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling