+457.2%
GS vs FLUT
-25.6%
+482.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | +1.6% | -1.5% | +3.0% | +1.7% |
| 30D | +1.7% | +3.4% | -1.8% | +1.1% |
| 3M | -11.6% | -12.5% | +0.9% | -10.6% |
| 6M | -1.9% | -18.5% | +16.6% | -0.6% |
| YTD | +5.1% | -61.6% | +66.7% | +16.6% |
| 1Y | +16.4% | -64.1% | +80.5% | +30.2% |
| 3Y | +199.0% | -44.5% | +243.4% | +221.2% |
| 5Y | +157.4% | -51.3% | +208.7% | +170.8% |
| 10Y | +457.2% | -25.6% | +482.8% | +485.8% |
| All | +457.2% | -25.6% | +482.8% | +485.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling