-30.3%
FLUT vs GGLL
+188.6%
-219.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.7% |
| 7D | -1.1% | +3.1% | -4.2% | -1.6% |
| 30D | +7.7% | -36.3% | +44.0% | +14.2% |
| 3M | -12.2% | -40.4% | +28.2% | -6.1% |
| 6M | -17.6% | -54.6% | +37.1% | -8.7% |
| YTD | -62.0% | -31.1% | -30.9% | -61.1% |
| 1Y | -62.3% | -19.2% | -43.1% | -62.6% |
| 3Y | -52.0% | +151.5% | -203.5% | -64.3% |
| All | -30.3% | +188.6% | -219.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling