-21.8%
GIS vs FLUT
-65.6%
+43.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | -8.6% | -2.6% | -6.0% | -8.4% |
| 30D | -0.5% | +5.4% | -5.8% | -0.9% |
| 3M | +11.9% | -10.8% | +22.7% | +11.9% |
| 6M | -11.6% | -9.2% | -2.4% | -11.9% |
| YTD | -16.3% | -53.8% | +37.5% | -18.6% |
| 1Y | -21.8% | -66.0% | +44.2% | -25.8% |
| All | -21.8% | -65.6% | +43.8% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling