The gain on Yeti GX is controlled by a mouse-style scroll wheel located on the microphone. Scrolling the wheel up (towards the top / foam) increases the gain, while scrolling downwards (towards the bottom / light ring) will decrease the gain. 

The best way to set up your gain is to open your streaming or recording software of your choice, such as OBS or Streamlabs, and locate the audio meter. Speak into the top of the Yeti GX as you would during a stream, and roll the wheel up or down to get to your desired audio level. 

A red flash on the scroll wheel means you are clipping (distorting) the microphone, and you need to turn down the gain.