-20.8%
GIS vs FLUT
-11.0%
-9.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -3.0% |
| 7D | -8.4% | -3.6% | -4.8% | -8.4% |
| 30D | -5.2% | -0.3% | -4.9% | -5.2% |
| 3M | +8.2% | -12.6% | +20.8% | +8.1% |
| 6M | -12.0% | -8.0% | -4.0% | -12.1% |
| YTD | -18.9% | -54.1% | +35.2% | -19.6% |
| 1Y | -23.6% | -66.1% | +42.5% | -24.6% |
| 3Y | -37.6% | -45.0% | +7.4% | -37.9% |
| 5Y | -25.2% | -51.2% | +26.0% | -25.4% |
| All | -20.8% | -11.0% | -9.8% | -19.8% |
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