-29.7%
FLUT vs GGLL
+194.0%
-223.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -1.5% | +5.1% | -6.6% | -2.3% |
| 30D | +3.4% | -35.5% | +38.9% | +9.5% |
| 3M | -12.5% | -39.2% | +26.7% | -6.7% |
| 6M | -18.5% | -54.4% | +35.9% | -9.7% |
| YTD | -61.6% | -29.8% | -31.8% | -60.8% |
| 1Y | -64.1% | -20.4% | -43.7% | -64.3% |
| 3Y | -44.5% | +149.7% | -194.2% | -58.6% |
| All | -29.7% | +194.0% | -223.7% | -52.1% |
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