+5,330.3%
GILD vs FLUT
+2,064.0%
+3,266.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.9% |
| 1Y | +25.1% | -65.6% | +90.7% | +27.4% |
| 3Y | +105.9% | -43.6% | +149.5% | +106.8% |
| 5Y | +143.0% | -50.3% | +193.3% | +143.3% |
| 10Y | +162.4% | -9.3% | +171.7% | +159.5% |
| All | +5,330.3% | +2,064.0% | +3,266.4% | +5,190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling