-52.0%
FLUT vs GD
+54.3%
-106.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -1.1% | -5.0% | +3.9% | +0.5% |
| 30D | +7.7% | +8.9% | -1.2% | +4.9% |
| 3M | -12.2% | -8.0% | -4.1% | -10.1% |
| 6M | -17.6% | +2.9% | -20.5% | -18.5% |
| YTD | -62.0% | +7.1% | -69.1% | -63.1% |
| 1Y | -62.3% | +5.9% | -68.2% | -63.1% |
| 3Y | -52.0% | +53.9% | -105.8% | -61.0% |
| All | -52.0% | +54.3% | -106.3% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling