-24.1%
FLUT vs GLDM
+219.0%
-243.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -2.4% |
| 7D | +4.2% | -0.3% | +4.4% | +4.2% |
| 30D | +8.0% | -1.9% | +9.9% | +8.0% |
| 3M | -22.1% | -0.4% | -21.7% | -22.0% |
| 6M | -21.7% | -10.1% | -11.6% | -21.3% |
| YTD | -62.0% | -5.8% | -56.1% | -62.3% |
| 1Y | -63.2% | +3.1% | -66.3% | -63.8% |
| 3Y | -52.1% | +103.4% | -155.5% | -57.9% |
| 5Y | -52.9% | +125.5% | -178.4% | -59.9% |
| All | -24.1% | +219.0% | -243.1% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling