+145.3%
GLDM vs FLNC
-69.1%
+214.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | -0.5% | -4.9% | +4.3% | -0.4% |
| 30D | +4.4% | -27.3% | +31.7% | +5.3% |
| 3M | -1.1% | -61.9% | +60.8% | +1.2% |
| 6M | -13.7% | -34.5% | +20.8% | -13.3% |
| YTD | +2.8% | -47.7% | +50.4% | +3.6% |
| 1Y | +24.8% | +53.3% | -28.5% | +23.1% |
| 3Y | +127.8% | -62.4% | +190.2% | +128.3% |
| All | +145.3% | -69.1% | +214.4% | +144.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling