+204.7%
GLDM vs FLR
+5.9%
+198.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | -4.6% | +5.4% | -10.0% | -4.7% |
| 30D | -5.5% | +2.8% | -8.3% | -5.5% |
| 3M | -10.9% | -6.4% | -4.5% | -10.8% |
| 6M | -17.3% | +8.8% | -26.1% | -17.4% |
| YTD | -10.2% | +23.6% | -33.7% | -10.3% |
| 1Y | -6.9% | +13.8% | -20.7% | -7.0% |
| 3Y | +98.7% | +36.5% | +62.2% | +98.3% |
| 5Y | +106.7% | +119.3% | -12.6% | +107.2% |
| All | +204.7% | +5.9% | +198.8% | +192.0% |
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 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