+342.1%
GLW vs FLUT
-50.4%
+392.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +5.9% |
| 7D | +3.8% | -1.6% | +5.4% | +3.9% |
| 30D | -1.3% | +7.7% | -9.1% | -2.3% |
| 3M | -21.8% | -0.7% | -21.1% | -22.5% |
| 6M | +6.9% | -11.2% | +18.1% | +7.3% |
| YTD | +77.2% | -53.4% | +130.6% | +97.6% |
| 1Y | +123.2% | -65.8% | +189.0% | +162.4% |
| 3Y | +400.0% | -44.9% | +444.9% | +434.1% |
| All | +342.1% | -50.4% | +392.5% | +336.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling