-51.2%
FLUT vs GD
+55.3%
-106.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.8% | +2.2% |
| 7D | +4.8% | -3.9% | +8.7% | +6.0% |
| 30D | +8.8% | +8.1% | +0.7% | +6.2% |
| 3M | -10.7% | -6.8% | -3.9% | -9.0% |
| 6M | -19.7% | +3.0% | -22.7% | -20.6% |
| YTD | -61.4% | +7.8% | -69.2% | -62.6% |
| 1Y | -61.6% | +5.8% | -67.4% | -62.4% |
| All | -51.2% | +55.3% | -106.5% | -60.4% |
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