-26.3%
FLUT vs GD
+190.6%
-216.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -1.1% | -5.0% | +3.9% | 0.0% |
| 30D | +7.7% | +8.9% | -1.2% | +5.8% |
| 3M | -12.2% | -8.0% | -4.1% | -10.7% |
| 6M | -17.6% | +2.9% | -20.5% | -18.2% |
| YTD | -62.0% | +7.1% | -69.1% | -62.7% |
| 1Y | -62.3% | +5.9% | -68.2% | -62.8% |
| 3Y | -52.0% | +53.9% | -105.8% | -56.1% |
| 5Y | -51.8% | +95.4% | -147.2% | -57.4% |
| All | -26.3% | +190.6% | -216.9% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling