+232.7%
GLW vs FLUT
-52.1%
+284.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.2% |
| 7D | +7.7% | -0.7% | +8.4% | +7.8% |
| 30D | -18.8% | +9.3% | -28.1% | -19.6% |
| 3M | -27.7% | -17.5% | -10.3% | -26.6% |
| 6M | -44.4% | -14.6% | -29.8% | -44.5% |
| YTD | +31.3% | -62.3% | +93.6% | +49.8% |
| 1Y | +40.0% | -59.6% | +99.7% | +57.6% |
| 3Y | +339.2% | -45.3% | +384.5% | +364.3% |
| All | +232.7% | -52.1% | +284.8% | +239.6% |
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