-62.3%
FLUT vs GLDM
+1.8%
-64.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.6% |
| 7D | -1.1% | +4.7% | -5.7% | -0.5% |
| 30D | +7.7% | -0.9% | +8.6% | +7.6% |
| 3M | -12.2% | -4.3% | -7.9% | -12.5% |
| 6M | -17.6% | -13.4% | -4.2% | -18.4% |
| YTD | -62.0% | -5.8% | -56.2% | -66.1% |
| 1Y | -62.3% | +2.1% | -64.3% | -71.3% |
| All | -62.3% | +1.8% | -64.0% | -71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling