+307.7%
GLW vs FLUT
-52.0%
+359.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.6% |
| 7D | -13.9% | -1.1% | -12.9% | -13.9% |
| 30D | -35.0% | +7.7% | -42.7% | -35.2% |
| 3M | -32.4% | -12.2% | -20.2% | -32.1% |
| 6M | -41.3% | -17.6% | -23.8% | -41.6% |
| YTD | +21.8% | -62.0% | +83.9% | +40.3% |
| 1Y | +21.8% | -62.3% | +84.1% | +40.6% |
| 3Y | +307.7% | -52.0% | +359.6% | +351.4% |
| All | +307.7% | -52.0% | +359.6% | +351.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling