+776.3%
FLUT vs IAU
+875.8%
-99.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -2.2% |
| 7D | -1.6% | -0.5% | -1.1% | -1.7% |
| 30D | +7.7% | +4.4% | +3.3% | +8.0% |
| 3M | -0.7% | -1.1% | +0.3% | -0.6% |
| 6M | -11.2% | -13.7% | +2.6% | -11.5% |
| YTD | -53.4% | +2.7% | -56.2% | -53.3% |
| 1Y | -65.8% | +24.6% | -90.4% | -65.4% |
| 3Y | -44.9% | +126.8% | -171.8% | -43.5% |
| 5Y | -49.7% | +139.5% | -189.2% | -48.3% |
| 10Y | -9.7% | +226.3% | -236.0% | -4.8% |
| All | +776.3% | +875.8% | -99.5% | +1,139.3% |
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