-48.9%
FLUT vs GTLB
-47.1%
-1.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.2% | -2.4% |
| 7D | -1.6% | +11.1% | -12.7% | -3.4% |
| 30D | +7.7% | +37.8% | -30.1% | +1.9% |
| 3M | -0.7% | +61.6% | -62.3% | -8.8% |
| 6M | -11.2% | +98.9% | -110.1% | -21.7% |
| YTD | -53.4% | +32.8% | -86.2% | -56.3% |
| 1Y | -65.8% | +14.7% | -80.4% | -67.3% |
| 3Y | -44.9% | +1.3% | -46.3% | -48.2% |
| All | -48.9% | -47.1% | -1.8% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling