+110.9%
GLDM vs FLR
+45.9%
+65.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.3% | -6.4% | +1.3% |
| 7D | +5.0% | +8.5% | -3.5% | +4.4% |
| 30D | -1.3% | -0.7% | -0.6% | -1.3% |
| 3M | -4.7% | -11.7% | +7.0% | -4.1% |
| 6M | -12.4% | +16.2% | -28.6% | -13.2% |
| YTD | -4.1% | +27.0% | -31.1% | -5.3% |
| 1Y | +3.3% | +10.1% | -6.7% | +2.4% |
| 3Y | +110.9% | +46.2% | +64.8% | +106.5% |
| All | +110.9% | +45.9% | +65.1% | +106.5% |
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 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