+622.3%
FLUT vs IAU
+786.3%
-164.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.3% | +0.5% |
| 7D | -1.5% | +2.8% | -4.3% | -1.3% |
| 30D | +3.4% | -4.0% | +7.4% | +3.3% |
| 3M | -12.5% | -8.2% | -4.3% | -12.8% |
| 6M | -18.5% | -14.8% | -3.7% | -18.9% |
| YTD | -61.6% | -6.7% | -54.9% | -61.7% |
| 1Y | -64.1% | -2.2% | -61.9% | -64.1% |
| 3Y | -44.5% | +106.7% | -151.2% | -43.2% |
| 5Y | -51.3% | +114.8% | -166.1% | -50.2% |
| 10Y | -25.6% | +213.0% | -238.6% | -21.5% |
| All | +622.3% | +786.3% | -164.0% | +917.1% |
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