-51.8%
FLUT vs GLDM
+125.6%
-177.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.4% |
| 7D | -6.5% | +5.0% | -11.4% | -6.3% |
| 30D | +2.8% | -1.3% | +4.1% | +2.8% |
| 3M | -13.5% | -4.7% | -8.8% | -13.6% |
| 6M | -19.0% | -12.4% | -6.6% | -18.9% |
| YTD | -61.9% | -4.1% | -57.8% | -62.2% |
| 1Y | -63.2% | +3.3% | -66.6% | -63.8% |
| 3Y | -46.0% | +110.9% | -157.0% | -53.2% |
| 5Y | -51.8% | +124.8% | -176.6% | -63.7% |
| All | -51.8% | +125.6% | -177.4% | -63.7% |
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