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GET
/
v2
/
portfolios
/
{portfolioId}
/
performance
curl --request GET \
  --url 'https://api.glider.fi/v2/portfolios/a1b2c3d4/performance' \
  --header 'x-api-key: gldr_sk_your_api_key'

{
  "success": true,
  "data": {
    "portfolioId": "a1b2c3d4",
    "strategyId": "01JWZEE2MF30KVRMRX53N88VA4",
    "meta": {
      "method": "MWR",
      "currency": "USD",
      "resolution": "1d",
      "asOf": "2026-04-30T12:00:00.000Z"
    },
    "points": [
      {
        "date": "2026-04-28",
        "percentChange": "0.0000",
        "valueUsd": "1000",
        "cashFlowUsd": "0"
      },
      {
        "date": "2026-04-29",
        "percentChange": "1.2000",
        "valueUsd": "912",
        "cashFlowUsd": "-100"
      },
      {
        "date": "2026-04-30",
        "percentChange": "2.5000",
        "valueUsd": "1025",
        "cashFlowUsd": "100",
        "isLive": true
      }
    ],
    "summary": {
      "windows": [
        { "window": "1d", "percentChange": "1.2846", "since": "2026-04-29" }
      ]
    }
  }
}
Returns a daily performance curve for the authenticated tenant’s portfolio. By default, returns are reported as money-weighted return (MWR), which reflects the user’s actual money outcome after deposits and withdrawals. B2B clients can pass returnMethod=TWR when they need the strategy-style time-weighted view.
  • Auth: x-api-key header (required)
  • Scope: portfolios:read
​
portfolioId
string
required
Portfolio identifier returned by POST /v2/enroll or GET /v2/portfolios.
​
returnMethod
MWR | TWR
Return methodology for the curve. Defaults to MWR.
Common error responses:
  • 400 when the path parameter is invalid
  • 401 when x-api-key header is missing or the key is invalid
  • 403 when the API key lacks the portfolios:read scope
  • 404 when the portfolio does not exist or does not belong to the tenant
  • 500 on unexpected server errors
curl --request GET \
  --url 'https://api.glider.fi/v2/portfolios/a1b2c3d4/performance' \
  --header 'x-api-key: gldr_sk_your_api_key'
The response carries a meta block describing the calculation method and a summary block with available lookback returns. summary is omitted when there are not enough points to calculate a lookback.
  • meta.method is MWR by default, or TWR when requested.
  • meta.resolution is 1d; points[] has at most one entry per UTC date.
  • points[].percentChange is the cumulative return at that point under meta.method, or null when a return is unavailable for that point. TWR is compounded from the first returned point; MWR is your money-weighted return, whose basis shifts as deposits and withdrawals change. For MWR, use summary.windows[] for lookback returns rather than differencing two percentChange values.
  • points[].valueUsd is the portfolio value for that UTC day.
  • points[].cashFlowUsd is the signed net cash flow for that UTC day: positive on net-deposit days, negative on net-withdrawal days, 0 otherwise.
  • summary.windows[] carries lookbacks ordered shortest to longest (1d, 1w, 1m, 3m, 6m, 12m) when enough history is available.
{
  "success": true,
  "data": {
    "portfolioId": "a1b2c3d4",
    "strategyId": "01JWZEE2MF30KVRMRX53N88VA4",
    "meta": {
      "method": "MWR",
      "currency": "USD",
      "resolution": "1d",
      "asOf": "2026-04-30T12:00:00.000Z"
    },
    "points": [
      {
        "date": "2026-04-28",
        "percentChange": "0.0000",
        "valueUsd": "1000",
        "cashFlowUsd": "0"
      },
      {
        "date": "2026-04-29",
        "percentChange": "1.2000",
        "valueUsd": "912",
        "cashFlowUsd": "-100"
      },
      {
        "date": "2026-04-30",
        "percentChange": "2.5000",
        "valueUsd": "1025",
        "cashFlowUsd": "100",
        "isLive": true
      }
    ],
    "summary": {
      "windows": [
        { "window": "1d", "percentChange": "1.2846", "since": "2026-04-29" }
      ]
    }
  }
}