-49.7%
FLUT vs GTLB
-49.8%
+0.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -1.0% |
| 7D | -3.6% | -4.1% | +0.5% | -2.9% |
| 30D | -0.3% | +12.3% | -12.7% | -2.5% |
| 3M | -12.6% | +65.9% | -78.5% | -20.0% |
| 6M | -8.0% | +104.0% | -112.0% | -19.2% |
| YTD | -54.1% | +26.0% | -80.1% | -56.6% |
| 1Y | -66.1% | -3.5% | -62.6% | -66.7% |
| 3Y | -45.0% | -9.6% | -35.4% | -47.4% |
| All | -49.7% | -49.8% | +0.1% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GTLB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling