-24.2%
FLUT vs GLDM
+219.1%
-243.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -1.1% | +4.7% | -5.7% | -1.2% |
| 30D | +7.7% | -0.9% | +8.6% | +7.7% |
| 3M | -12.2% | -4.3% | -7.9% | -12.0% |
| 6M | -17.6% | -13.4% | -4.2% | -17.0% |
| YTD | -62.0% | -5.8% | -56.2% | -62.3% |
| 1Y | -62.3% | +2.1% | -64.3% | -62.8% |
| 3Y | -52.0% | +105.0% | -157.0% | -57.8% |
| 5Y | -51.8% | +122.5% | -174.3% | -58.9% |
| All | -24.2% | +219.1% | -243.3% | -33.6% |
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