+1,914.7%
GS vs FLUT
+1,685.4%
+229.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.4% | -7.8% | -6.5% |
| 7D | -6.3% | +4.8% | -11.1% | -6.7% |
| 30D | -3.1% | +8.8% | -12.0% | -3.8% |
| 3M | -17.7% | -10.7% | -7.0% | -17.2% |
| 6M | -4.6% | -19.7% | +15.2% | -3.7% |
| YTD | +0.3% | -61.4% | +61.7% | +5.9% |
| 1Y | +11.7% | -61.6% | +73.3% | +17.9% |
| 3Y | +183.6% | -51.4% | +235.0% | +195.5% |
| 5Y | +141.0% | -51.0% | +192.0% | +148.1% |
| 10Y | +507.4% | -25.2% | +532.6% | +515.5% |
| All | +1,914.7% | +1,685.4% | +229.3% | +1,818.9% |
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 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