-22.9%
GIS vs FLUT
-48.5%
+25.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.6% |
| 7D | -8.6% | -2.6% | -6.0% | -8.6% |
| 30D | -0.5% | +5.4% | -5.8% | -0.5% |
| 3M | +11.9% | -10.8% | +22.7% | +11.9% |
| 6M | -11.6% | -9.2% | -2.4% | -11.6% |
| YTD | -16.3% | -53.8% | +37.5% | -16.9% |
| 1Y | -21.8% | -66.0% | +44.2% | -22.5% |
| 3Y | -35.7% | -44.7% | +9.0% | -35.9% |
| 5Y | -22.9% | -50.6% | +27.7% | -21.1% |
| All | -22.9% | -48.5% | +25.6% | -21.1% |
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