-23.4%
FLUT vs GLDM
+216.5%
-239.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.3% | +0.7% |
| 7D | -1.5% | +2.9% | -4.3% | -1.5% |
| 30D | +3.4% | -3.9% | +7.3% | +3.5% |
| 3M | -12.5% | -8.1% | -4.3% | -12.3% |
| 6M | -18.5% | -14.7% | -3.8% | -17.9% |
| YTD | -61.6% | -6.6% | -55.0% | -61.9% |
| 1Y | -64.1% | -2.1% | -62.1% | -64.5% |
| 3Y | -44.5% | +107.7% | -152.1% | -51.4% |
| 5Y | -51.3% | +116.5% | -167.8% | -58.4% |
| All | -23.4% | +216.5% | -239.9% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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