+129.7%
GLDM vs FLR
+58.4%
+71.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.8% |
| 7D | -0.5% | +5.4% | -6.0% | -0.8% |
| 30D | +4.4% | +11.4% | -7.0% | +3.7% |
| 3M | -1.1% | +11.4% | -12.5% | -1.9% |
| 6M | -13.7% | +16.6% | -30.3% | -14.6% |
| YTD | +2.8% | +41.7% | -38.9% | +1.0% |
| 1Y | +24.8% | +35.4% | -10.6% | +22.9% |
| All | +129.7% | +58.4% | +71.2% | +122.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling