+123.2%
GLW vs FLUT
-65.9%
+189.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +5.3% |
| 7D | +3.8% | -1.6% | +5.4% | +3.5% |
| 30D | -1.3% | +7.7% | -9.1% | +0.2% |
| 3M | -21.8% | -0.7% | -21.1% | -21.5% |
| 6M | +6.9% | -11.2% | +18.1% | +7.9% |
| YTD | +77.2% | -53.4% | +130.6% | +94.8% |
| 1Y | +123.2% | -65.8% | +189.0% | +148.0% |
| All | +123.2% | -65.9% | +189.2% | +148.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling