+142.4%
GILD vs FLUT
-50.9%
+193.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.1% |
| 6M | -0.4% | -8.2% | +7.9% | -0.3% |
| YTD | +18.5% | -53.2% | +71.8% | +21.2% |
| 1Y | +25.1% | -65.6% | +90.7% | +29.8% |
| 3Y | +105.9% | -43.6% | +149.5% | +106.2% |
| All | +142.4% | -50.9% | +193.4% | +142.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling