+2,308.1%
GS vs FLUT
+2,054.3%
+253.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.2% |
| 7D | +0.9% | -1.6% | +2.6% | +1.0% |
| 30D | -1.6% | +7.7% | -9.3% | -2.1% |
| 3M | -4.5% | -0.7% | -3.8% | -4.8% |
| 6M | +20.9% | -11.2% | +32.0% | +21.3% |
| YTD | +19.9% | -53.4% | +73.3% | +25.2% |
| 1Y | +41.4% | -65.8% | +107.2% | +50.3% |
| 3Y | +239.2% | -44.9% | +284.1% | +250.5% |
| 5Y | +185.0% | -49.7% | +234.7% | +191.5% |
| 10Y | +655.0% | -9.7% | +664.7% | +657.0% |
| All | +2,308.1% | +2,054.3% | +253.8% | +2,169.5% |
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