-30.1%
FLUT vs GGLL
+195.8%
-225.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | 0.0% |
| 7D | -6.5% | +6.3% | -12.8% | -7.4% |
| 30D | +2.8% | -35.1% | +37.9% | +8.7% |
| 3M | -13.5% | -37.7% | +24.2% | -8.1% |
| 6M | -19.0% | -54.1% | +35.1% | -10.4% |
| YTD | -61.9% | -29.4% | -32.4% | -61.1% |
| 1Y | -63.2% | -13.4% | -49.8% | -63.9% |
| 3Y | -46.0% | +158.3% | -204.3% | -60.1% |
| All | -30.1% | +195.8% | -225.9% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling