-44.3%
FLUT vs GTLB
-12.2%
-32.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.4% | -1.0% |
| 7D | -2.6% | -6.6% | +4.0% | -1.2% |
| 30D | +5.4% | +13.7% | -8.4% | +2.2% |
| 3M | -10.8% | +52.9% | -63.7% | -19.2% |
| 6M | -9.2% | +88.5% | -97.7% | -22.1% |
| YTD | -53.8% | +23.4% | -77.3% | -57.0% |
| 1Y | -66.0% | -3.8% | -62.2% | -66.9% |
| All | -44.3% | -12.2% | -32.1% | -49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling