-66.1%
FLUT vs GTLB
-1.8%
-64.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -1.2% |
| 7D | -3.6% | -4.1% | +0.5% | -2.5% |
| 30D | -0.3% | +12.3% | -12.7% | -3.9% |
| 3M | -12.6% | +65.9% | -78.5% | -24.7% |
| 6M | -8.0% | +104.0% | -112.0% | -26.2% |
| YTD | -54.1% | +26.0% | -80.1% | -58.5% |
| 1Y | -66.1% | -3.5% | -62.6% | -66.2% |
| All | -66.1% | -1.8% | -64.3% | -66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling