+123.0%
GLDM vs FLNC
-85.3%
+208.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.1% | +6.4% | -2.4% |
| 7D | +2.9% | -10.7% | +13.6% | +3.1% |
| 30D | -3.9% | -33.9% | +30.0% | -2.9% |
| 3M | -8.1% | -61.2% | +53.1% | -5.9% |
| 6M | -14.7% | -79.7% | +65.0% | -11.5% |
| YTD | -6.6% | -75.2% | +68.6% | -4.1% |
| 1Y | -2.1% | -77.5% | +75.4% | +0.6% |
| 3Y | +107.7% | -71.4% | +179.1% | +110.0% |
| 5Y | +116.5% | -85.6% | +202.1% | +119.6% |
| All | +123.0% | -85.3% | +208.4% | +126.1% |
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