-64.3%
FLUT vs GGLL
-16.8%
-47.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.1% |
| 7D | -6.5% | +6.3% | -12.8% | -7.0% |
| 30D | +2.8% | -35.1% | +37.9% | +7.0% |
| 3M | -13.5% | -37.7% | +24.2% | -9.7% |
| 6M | -19.0% | -54.1% | +35.1% | -12.5% |
| YTD | -61.9% | -29.4% | -32.4% | -61.6% |
| All | -64.3% | -16.8% | -47.5% | -64.9% |
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