+248.5%
GLDM vs FLR
+21.4%
+227.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.9% |
| 7D | -0.5% | +5.4% | -6.0% | -0.6% |
| 30D | +4.4% | +11.4% | -7.0% | +4.3% |
| 3M | -1.1% | +11.4% | -12.5% | -1.2% |
| 6M | -13.7% | +16.6% | -30.3% | -13.8% |
| YTD | +2.8% | +41.7% | -38.9% | +2.5% |
| 1Y | +24.8% | +35.4% | -10.6% | +24.6% |
| 3Y | +127.8% | +57.3% | +70.5% | +127.2% |
| 5Y | +141.1% | +241.0% | -99.8% | +142.2% |
| All | +248.5% | +21.4% | +227.1% | +233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling