+24.8%
GLDM vs FLR
+31.2%
-6.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | -0.5% | +5.4% | -6.0% | -1.2% |
| 30D | +4.4% | +11.4% | -7.0% | +2.6% |
| 3M | -1.1% | +11.4% | -12.5% | -3.0% |
| 6M | -13.7% | +16.6% | -30.3% | -16.2% |
| YTD | +2.8% | +41.7% | -38.9% | -3.2% |
| 1Y | +24.8% | +35.4% | -10.6% | +18.0% |
| All | +24.8% | +31.2% | -6.4% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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