+271.4%
GIS vs FLUT
+2,054.3%
-1,782.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.5% |
| 7D | -7.8% | -1.6% | -6.2% | -7.8% |
| 30D | +6.6% | +7.7% | -1.2% | +6.5% |
| 3M | +21.0% | -0.7% | +21.7% | +21.0% |
| 6M | -9.1% | -11.2% | +2.1% | -9.1% |
| YTD | -13.6% | -53.4% | +39.8% | -13.7% |
| 1Y | -18.0% | -65.8% | +47.7% | -18.2% |
| 3Y | -33.7% | -44.9% | +11.3% | -33.7% |
| 5Y | -19.4% | -49.7% | +30.3% | -19.5% |
| 10Y | -21.3% | -9.7% | -11.5% | -21.4% |
| All | +271.4% | +2,054.3% | -1,782.8% | +267.9% |
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