-43.9%
FLUT vs GLDM
+128.8%
-172.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.3% |
| 7D | -1.6% | -0.5% | -1.1% | -1.7% |
| 30D | +7.7% | +4.4% | +3.3% | +8.4% |
| 3M | -0.7% | -1.1% | +0.3% | -0.3% |
| 6M | -11.2% | -13.7% | +2.5% | -11.7% |
| YTD | -53.4% | +2.8% | -56.2% | -53.3% |
| 1Y | -65.8% | +24.8% | -90.6% | -65.0% |
| All | -43.9% | +128.8% | -172.6% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling