+216.8%
GLDM vs FLR
+9.0%
+207.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.9% | -2.6% |
| 7D | +2.9% | +5.1% | -2.2% | +2.8% |
| 30D | -3.9% | -0.5% | -3.4% | -3.9% |
| 3M | -8.1% | -3.5% | -4.7% | -8.1% |
| 6M | -14.7% | +16.5% | -31.2% | -14.8% |
| YTD | -6.6% | +27.3% | -33.9% | -6.7% |
| 1Y | -2.1% | +10.6% | -12.7% | -2.2% |
| 3Y | +107.7% | +39.4% | +68.3% | +107.3% |
| 5Y | +116.5% | +126.4% | -9.9% | +116.8% |
| All | +216.8% | +9.0% | +207.7% | +203.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling