-25.6%
FLUT vs GD
+180.8%
-206.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | +0.3% |
| 7D | -1.5% | -1.9% | +0.4% | -1.1% |
| 30D | +3.4% | +10.9% | -7.5% | +1.2% |
| 3M | -12.5% | -6.8% | -5.7% | -11.3% |
| 6M | -18.5% | +7.0% | -25.5% | -19.7% |
| YTD | -61.6% | +11.1% | -72.7% | -62.6% |
| 1Y | -64.1% | +7.0% | -71.1% | -64.7% |
| 3Y | -44.5% | +59.9% | -104.4% | -49.7% |
| 5Y | -51.3% | +102.5% | -153.8% | -57.3% |
| 10Y | -25.6% | +174.0% | -199.6% | -34.5% |
| All | -25.6% | +180.8% | -206.4% | -34.5% |
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