-14.7%
FLUT vs GGLL
+328.7%
-343.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.8% |
| 7D | -1.6% | -4.8% | +3.1% | -0.9% |
| 30D | +7.7% | -13.7% | +21.4% | +10.2% |
| 3M | -0.7% | -21.9% | +21.1% | +2.6% |
| 6M | -11.2% | +11.7% | -22.8% | -14.3% |
| YTD | -53.4% | +2.3% | -55.7% | -54.6% |
| 1Y | -65.8% | +76.2% | -141.9% | -69.9% |
| 3Y | -44.9% | +245.0% | -289.9% | -60.4% |
| All | -14.7% | +328.7% | -343.3% | -44.5% |
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