-59.6%
FLUT vs GGLL
-11.0%
-48.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.9% |
| 7D | -0.7% | +7.7% | -8.4% | -1.2% |
| 30D | +9.3% | -30.2% | +39.5% | +12.3% |
| 3M | -17.5% | -31.3% | +13.8% | -15.2% |
| 6M | -14.6% | -52.1% | +37.5% | -9.6% |
| YTD | -62.3% | -25.9% | -36.4% | -61.8% |
| 1Y | -59.6% | -8.5% | -51.2% | -58.0% |
| All | -59.6% | -11.0% | -48.6% | -58.0% |
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