+554.2%
GLW vs FLUT
-26.1%
+580.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.5% |
| 7D | +15.5% | -1.2% | +16.7% | +15.6% |
| 30D | -19.6% | +5.0% | -24.6% | -19.9% |
| 3M | -28.5% | -16.4% | -12.1% | -27.7% |
| 6M | -39.5% | -14.6% | -24.9% | -39.5% |
| YTD | +37.2% | -61.9% | +99.1% | +49.6% |
| 1Y | +35.4% | -65.0% | +100.5% | +49.2% |
| 3Y | +359.7% | -44.8% | +404.5% | +380.2% |
| 5Y | +244.0% | -49.9% | +293.9% | +253.0% |
| All | +554.2% | -26.1% | +580.2% | +572.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling