-60.1%
FLUT vs GLXY
+7.0%
-67.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.7% | -0.7% |
| 7D | -2.6% | +4.5% | -7.1% | -3.0% |
| 30D | +5.4% | +28.8% | -23.5% | +2.6% |
| 3M | -10.8% | -23.0% | +12.3% | -9.1% |
| 6M | -9.2% | +17.0% | -26.2% | -12.5% |
| YTD | -53.8% | +12.5% | -66.3% | -56.0% |
| 1Y | -66.0% | -5.4% | -60.6% | -66.7% |
| All | -60.1% | +7.0% | -67.1% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling