+105.8%
GLD vs FLUT
-44.6%
+150.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | +2.8% | -1.5% | +4.3% | +2.8% |
| 30D | -4.0% | +3.4% | -7.4% | -3.8% |
| 3M | -8.2% | -12.5% | +4.2% | -8.5% |
| 6M | -14.8% | -18.5% | +3.6% | -15.3% |
| YTD | -6.8% | -61.6% | +54.8% | -7.7% |
| 1Y | -2.4% | -64.1% | +61.7% | -3.4% |
| 3Y | +105.8% | -44.5% | +150.2% | +102.1% |
| All | +105.8% | -44.6% | +150.4% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling