-48.6%
FLUT vs GTLB
-50.0%
+1.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +1.5% |
| 7D | +3.8% | +4.6% | -0.8% | +3.0% |
| 30D | +6.3% | +21.0% | -14.7% | +2.7% |
| 3M | -4.0% | +51.7% | -55.8% | -10.9% |
| 6M | -10.3% | +89.3% | -99.6% | -20.3% |
| YTD | -53.2% | +25.6% | -78.8% | -55.7% |
| 1Y | -65.0% | -1.5% | -63.5% | -65.8% |
| 3Y | -43.9% | -9.9% | -34.0% | -46.3% |
| All | -48.6% | -50.0% | +1.3% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling