TIt is in fact a squirrel. Don't try to catch or chase it, just be thankful nature has that trust in you.
Leave it some sun flower seeds or natural peanuts, it may visit often.
Does look a bit like a glider, some bodies escaped pet???
I sit on my deck with such treats, a jar lid with fresh water, I say come and get it, and a couple grey squirrels come for treats. Takes time for them to trust you won't chase or gràb them, and even take seeds from my fingers.
3 years doing that, they look forward to me.