+1,685.4%
FLUT vs GD
+1,331.9%
+353.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.8% | +1.8% |
| 7D | +4.8% | -3.9% | +8.7% | +5.3% |
| 30D | +8.8% | +8.1% | +0.7% | +7.6% |
| 3M | -10.7% | -6.8% | -3.9% | -9.9% |
| 6M | -19.7% | +3.0% | -22.7% | -20.1% |
| YTD | -61.4% | +7.8% | -69.2% | -61.9% |
| 1Y | -61.6% | +5.8% | -67.4% | -62.0% |
| 3Y | -51.4% | +55.3% | -106.7% | -54.3% |
| 5Y | -51.0% | +96.7% | -147.7% | -55.1% |
| 10Y | -25.2% | +195.4% | -220.6% | -34.7% |
| All | +1,685.4% | +1,331.9% | +353.6% | +1,323.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling