-67.1%
FLUT vs GLXY
-38.3%
-28.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.2% | -5.9% | 0.0% |
| 7D | -6.5% | -0.5% | -5.9% | -6.6% |
| 30D | +2.8% | -28.6% | +31.4% | +4.8% |
| 3M | -13.5% | -28.1% | +14.6% | -12.3% |
| 6M | -19.0% | -52.0% | +33.0% | -15.5% |
| YTD | -61.9% | -35.1% | -26.8% | -62.3% |
| 1Y | -63.2% | -54.0% | -9.2% | -62.4% |
| All | -67.1% | -38.3% | -28.8% | -67.2% |
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