+486.7%
GS vs FLUT
-26.3%
+513.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | -0.2% |
| 7D | -3.2% | -1.1% | -2.1% | -3.1% |
| 30D | -2.4% | +7.7% | -10.1% | -3.4% |
| 3M | -15.7% | -12.2% | -3.6% | -14.8% |
| 6M | -6.8% | -17.6% | +10.8% | -5.7% |
| YTD | -0.1% | -62.0% | +61.9% | +11.1% |
| 1Y | +12.1% | -62.3% | +74.4% | +24.6% |
| 3Y | +185.8% | -52.0% | +237.7% | +210.4% |
| 5Y | +140.1% | -51.8% | +191.9% | +152.8% |
| All | +486.7% | -26.3% | +513.0% | +520.1% |
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