+118.6%
GLD vs FLUT
-50.5%
+169.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | +4.7% | -1.1% | +5.8% | +4.7% |
| 30D | -0.9% | +7.7% | -8.6% | -0.9% |
| 3M | -4.4% | -12.2% | +7.8% | -4.4% |
| 6M | -13.6% | -17.6% | +4.0% | -13.7% |
| YTD | -6.0% | -62.0% | +56.0% | -5.5% |
| 1Y | +1.8% | -62.3% | +64.0% | +2.3% |
| 3Y | +103.2% | -52.0% | +155.1% | +102.0% |
| All | +118.6% | -50.5% | +169.1% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling