+109.7%
GLD vs FLUT
-47.0%
+156.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.1% |
| 7D | -2.0% | +4.5% | -6.5% | -1.9% |
| 30D | -4.4% | +9.2% | -13.7% | -4.4% |
| 3M | -8.9% | -13.7% | +4.7% | -9.0% |
| 6M | -16.0% | -9.0% | -7.0% | -16.1% |
| YTD | -7.9% | -60.2% | +52.4% | -7.4% |
| 1Y | -3.9% | -63.1% | +59.3% | -3.3% |
| 3Y | +103.4% | -42.5% | +145.9% | +101.7% |
| 5Y | +109.7% | -47.6% | +157.3% | +108.1% |
| All | +109.7% | -47.0% | +156.7% | +108.1% |
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 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