-51.3%
FLUT vs GTLB
-64.3%
+13.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -1.5% | -10.9% | +9.4% | +0.4% |
| 30D | +3.4% | -15.3% | +18.7% | +6.0% |
| 3M | -12.5% | +14.6% | -27.0% | -15.1% |
| 6M | -18.5% | +79.6% | -98.1% | -27.2% |
| YTD | -61.6% | +24.3% | -86.0% | -63.9% |
| 1Y | -64.1% | +1.0% | -65.1% | -65.1% |
| 3Y | -44.5% | +4.6% | -49.1% | -48.2% |
| 5Y | -51.3% | -63.7% | +12.4% | -51.8% |
| All | -51.3% | -64.3% | +13.0% | -51.8% |
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