+12.1%
GS vs FLUT
-62.4%
+74.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | -0.2% |
| 7D | -3.2% | -1.1% | -2.1% | -3.2% |
| 30D | -2.4% | +7.7% | -10.1% | -3.4% |
| 3M | -15.7% | -12.2% | -3.6% | -14.7% |
| 6M | -6.8% | -17.6% | +10.8% | -6.5% |
| YTD | -0.1% | -62.0% | +61.9% | +29.4% |
| 1Y | +12.1% | -62.3% | +74.4% | +44.9% |
| All | +12.1% | -62.4% | +74.5% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling