+746.1%
GLD vs FLUT
+626.3%
+119.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.8% |
| 7D | +1.9% | +4.8% | -2.9% | +1.9% |
| 30D | -1.8% | +8.8% | -10.6% | -1.7% |
| 3M | -3.6% | -10.7% | +7.1% | -3.7% |
| 6M | -10.2% | -19.7% | +9.5% | -10.4% |
| YTD | -5.3% | -61.4% | +56.2% | -5.7% |
| 1Y | +2.5% | -61.6% | +64.1% | +1.9% |
| 3Y | +103.2% | -51.4% | +154.6% | +102.4% |
| 5Y | +121.1% | -51.0% | +172.1% | +120.4% |
| 10Y | +201.9% | -25.2% | +227.0% | +204.1% |
| All | +746.1% | +626.3% | +119.8% | +832.3% |
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 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