+739.4%
GLD vs FLUT
+615.2%
+124.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 3M | -4.4% | -12.2% | +7.8% | -4.5% |
| 6M | -13.6% | -17.6% | +4.0% | -13.7% |
| YTD | -6.0% | -62.0% | +56.0% | -6.5% |
| 1Y | +1.8% | -62.3% | +64.0% | +1.2% |
| 3Y | +103.2% | -52.0% | +155.1% | +102.4% |
| 5Y | +119.3% | -51.8% | +171.1% | +118.6% |
| 10Y | +199.5% | -26.3% | +225.8% | +201.7% |
| All | +739.4% | +615.2% | +124.2% | +824.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling