+141.1%
GLDM vs FLNC
-67.0%
+208.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.7% | -8.4% | -1.9% |
| 7D | +0.7% | +6.0% | -5.2% | +0.6% |
| 30D | +0.3% | -16.3% | +16.7% | +0.8% |
| 3M | +0.7% | -54.1% | +54.8% | +2.6% |
| 6M | -15.4% | -25.3% | +9.9% | -15.4% |
| YTD | +1.0% | -44.2% | +45.2% | +1.6% |
| 1Y | +19.7% | +53.1% | -33.4% | +18.0% |
| 3Y | +126.5% | -58.3% | +184.8% | +126.4% |
| All | +141.1% | -67.0% | +208.2% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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