+217.1%
GLD vs FLUT
-9.7%
+226.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.8% |
| 7D | -0.5% | -1.6% | +1.1% | -0.5% |
| 30D | +4.4% | +7.7% | -3.4% | +4.4% |
| 3M | -1.1% | -0.7% | -0.4% | -1.1% |
| 6M | -13.8% | -11.2% | -2.6% | -13.8% |
| YTD | +2.6% | -53.4% | +56.1% | +3.4% |
| 1Y | +24.5% | -65.8% | +90.3% | +25.9% |
| 3Y | +125.8% | -44.9% | +170.8% | +125.9% |
| 5Y | +137.8% | -49.7% | +187.5% | +137.2% |
| All | +217.1% | -9.7% | +226.8% | +215.5% |
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