+238.2%
GIS vs FLUT
+1,739.7%
-1,501.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.1% |
| 7D | -4.6% | +4.5% | -9.1% | -4.6% |
| 30D | +6.6% | +9.2% | -2.6% | +6.6% |
| 3M | -8.1% | -13.7% | +5.6% | -8.1% |
| 6M | +4.9% | -9.0% | +13.9% | +5.0% |
| YTD | -21.4% | -60.2% | +38.9% | -21.4% |
| 1Y | -21.6% | -63.1% | +41.5% | -21.7% |
| 3Y | -39.3% | -42.5% | +3.2% | -39.3% |
| 5Y | -33.2% | -47.6% | +14.4% | -33.2% |
| 10Y | -17.3% | -22.9% | +5.6% | -17.4% |
| All | +238.2% | +1,739.7% | -1,501.5% | +235.1% |
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 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