+132.0%
GLW vs FLUT
-66.0%
+198.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.6% | +7.0% | +7.7% |
| 7D | +14.0% | +3.8% | +10.2% | +14.8% |
| 30D | +0.4% | +6.3% | -5.9% | +1.7% |
| 3M | -11.3% | -4.0% | -7.3% | -11.1% |
| 6M | +35.1% | -10.3% | +45.4% | +36.4% |
| YTD | +90.5% | -53.2% | +143.7% | +109.8% |
| 1Y | +132.0% | -65.0% | +197.1% | +157.7% |
| All | +132.0% | -66.0% | +198.0% | +157.7% |
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