+17,615.6%
GLW vs FLUT
+2,054.3%
+15,561.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +5.8% |
| 7D | +3.8% | -1.6% | +5.4% | +3.8% |
| 30D | -1.3% | +7.7% | -9.1% | -1.7% |
| 3M | -21.8% | -0.7% | -21.1% | -22.1% |
| 6M | +6.9% | -11.2% | +18.1% | +7.0% |
| YTD | +77.2% | -53.4% | +130.6% | +83.5% |
| 1Y | +123.2% | -65.8% | +189.0% | +135.0% |
| 3Y | +400.0% | -44.9% | +444.9% | +411.7% |
| 5Y | +342.8% | -49.7% | +392.5% | +348.9% |
| 10Y | +771.4% | -9.7% | +781.1% | +766.6% |
| All | +17,615.6% | +2,054.3% | +15,561.3% | +18,109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling