+438.8%
GS vs FLUT
-26.8%
+465.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +5.9% | -0.7% | +6.6% | +5.9% |
| 30D | +4.3% | +9.3% | -4.9% | +3.1% |
| 3M | -11.7% | -17.5% | +5.8% | -10.0% |
| 6M | -3.2% | -14.6% | +11.4% | -2.4% |
| YTD | +5.8% | -62.3% | +68.1% | +17.7% |
| 1Y | +16.0% | -59.6% | +75.7% | +28.0% |
| 3Y | +199.8% | -45.3% | +245.0% | +222.6% |
| 5Y | +155.5% | -50.4% | +205.9% | +169.3% |
| All | +438.8% | -26.8% | +465.7% | +465.7% |
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