+2,054.3%
FLUT vs GD
+1,337.1%
+717.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.9% |
| 7D | -1.6% | -5.3% | +3.6% | -0.9% |
| 30D | +7.7% | -6.4% | +14.2% | +8.7% |
| 3M | -0.7% | +5.7% | -6.4% | -1.5% |
| 6M | -11.2% | -0.9% | -10.2% | -11.2% |
| YTD | -53.4% | +8.2% | -61.6% | -54.0% |
| 1Y | -65.8% | +13.4% | -79.2% | -66.4% |
| 3Y | -44.9% | +68.5% | -113.4% | -48.7% |
| 5Y | -49.7% | +97.2% | -146.8% | -53.9% |
| 10Y | -9.7% | +190.2% | -199.9% | -21.1% |
| All | +2,054.3% | +1,337.1% | +717.2% | +1,616.5% |
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 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