+615.2%
FLUT vs IAU
+793.8%
-178.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.6% |
| 7D | -1.1% | +4.7% | -5.8% | -0.9% |
| 30D | +7.7% | -0.9% | +8.6% | +7.7% |
| 3M | -12.2% | -4.4% | -7.8% | -12.3% |
| 6M | -17.6% | -13.5% | -4.1% | -18.0% |
| YTD | -62.0% | -5.9% | -56.1% | -62.1% |
| 1Y | -62.3% | +1.9% | -64.1% | -62.2% |
| 3Y | -52.0% | +104.1% | -156.0% | -50.9% |
| 5Y | -51.8% | +121.0% | -172.8% | -50.7% |
| 10Y | -26.3% | +204.1% | -230.4% | -22.5% |
| All | +615.2% | +793.8% | -178.6% | +907.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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