-63.2%
FLUT vs GGLL
-11.6%
-51.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.5% | -8.8% | -2.9% |
| 7D | +4.2% | -23.1% | +27.3% | +6.3% |
| 30D | +8.0% | -32.9% | +40.9% | +11.9% |
| 3M | -22.1% | -44.9% | +22.8% | -17.4% |
| 6M | -21.7% | -49.5% | +27.8% | -16.6% |
| YTD | -62.0% | -28.9% | -33.1% | -61.6% |
| 1Y | -63.2% | -12.2% | -51.0% | -64.4% |
| All | -63.2% | -11.6% | -51.5% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling