-49.3%
FLUT vs GTLB
-50.8%
+1.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.4% | -1.1% |
| 7D | -2.6% | -6.6% | +4.0% | -1.5% |
| 30D | +5.4% | +13.7% | -8.4% | +2.9% |
| 3M | -10.8% | +52.9% | -63.7% | -17.3% |
| 6M | -9.2% | +88.5% | -97.7% | -19.3% |
| YTD | -53.8% | +23.4% | -77.3% | -56.2% |
| 1Y | -66.0% | -3.8% | -62.2% | -66.5% |
| 3Y | -44.7% | -11.5% | -33.2% | -46.8% |
| All | -49.3% | -50.8% | +1.5% | -54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling