-26.1%
FLUT vs GD
+165.4%
-191.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.9% |
| 7D | -1.2% | +1.9% | -3.1% | -1.6% |
| 30D | +5.0% | +9.2% | -4.2% | +3.1% |
| 3M | -16.4% | -7.5% | -9.0% | -15.2% |
| 6M | -14.6% | +5.8% | -20.3% | -15.7% |
| YTD | -61.9% | +9.8% | -71.7% | -62.8% |
| 1Y | -65.0% | +5.8% | -70.8% | -65.5% |
| 3Y | -44.8% | +58.0% | -102.8% | -49.9% |
| 5Y | -49.9% | +100.4% | -150.3% | -56.0% |
| All | -26.1% | +165.4% | -191.5% | -34.8% |
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