-8.1%
GLD vs FLUT
-64.7%
+56.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -3.0% |
| 7D | -5.5% | -1.2% | -4.3% | -5.5% |
| 30D | -7.0% | +5.0% | -12.0% | -6.7% |
| 3M | -12.4% | -16.4% | +4.1% | -13.3% |
| 6M | -18.0% | -14.6% | -3.4% | -18.8% |
| YTD | -10.5% | -61.9% | +51.4% | -9.4% |
| 1Y | -8.1% | -65.0% | +57.0% | -6.3% |
| All | -8.1% | -64.7% | +56.7% | -6.3% |
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