-51.0%
FLUT vs GLDM
+126.2%
-177.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.5% |
| 7D | +4.8% | +1.9% | +2.9% | +4.8% |
| 30D | +8.8% | -1.7% | +10.5% | +8.8% |
| 3M | -10.7% | -3.5% | -7.2% | -10.7% |
| 6M | -19.7% | -10.1% | -9.6% | -19.6% |
| YTD | -61.4% | -5.0% | -56.4% | -61.8% |
| 1Y | -61.6% | +2.8% | -64.4% | -62.2% |
| 3Y | -51.4% | +105.1% | -156.5% | -57.7% |
| 5Y | -51.0% | +124.3% | -175.3% | -63.2% |
| All | -51.0% | +126.2% | -177.2% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling