-51.1%
FLUT vs GLDM
+143.3%
-194.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | -1.6% | -0.5% | -1.1% | -1.7% |
| 30D | +7.7% | +4.4% | +3.3% | +8.0% |
| 3M | -0.7% | -1.1% | +0.3% | -0.3% |
| 6M | -11.2% | -13.7% | +2.5% | -10.8% |
| YTD | -53.4% | +2.8% | -56.2% | -53.7% |
| 1Y | -65.8% | +24.8% | -90.6% | -66.3% |
| 3Y | -44.9% | +127.8% | -172.7% | -50.7% |
| All | -51.1% | +143.3% | -194.4% | -59.5% |
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