-17.3%
GIS vs FLUT
-26.8%
+9.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.4% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | +6.9% | +9.3% | -2.4% | +6.8% |
| 3M | -10.1% | -17.5% | +7.4% | -10.1% |
| 6M | +5.9% | -14.6% | +20.5% | +6.0% |
| YTD | -21.1% | -62.3% | +41.2% | -21.8% |
| 1Y | -22.5% | -59.6% | +37.2% | -23.1% |
| 3Y | -39.0% | -45.3% | +6.3% | -39.1% |
| 5Y | -33.3% | -50.4% | +17.1% | -33.3% |
| All | -17.3% | -26.8% | +9.6% | -15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling