+105.9%
GILD vs FLUT
-42.2%
+148.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | -4.8% | +0.4% | -5.3% | -4.8% |
| 30D | +5.8% | +2.5% | +3.2% | +5.7% |
| 3M | +14.9% | -9.2% | +24.2% | +14.8% |
| 6M | -0.4% | -8.2% | +7.9% | -0.4% |
| YTD | +18.5% | -53.2% | +71.8% | +19.9% |
| 1Y | +25.1% | -65.6% | +90.7% | +28.5% |
| 3Y | +105.9% | -43.6% | +149.5% | +101.3% |
| All | +105.9% | -42.2% | +148.1% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 3y: compounded portfolio wealth divided by compounded FLUT 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…
3y analysis · Full analysis span regression · 6 months rolling