-10.4%
FLUT vs GAP
+28.3%
-38.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.9% |
| 7D | -2.6% | -3.2% | +0.6% | -2.3% |
| 30D | +5.4% | -0.7% | +6.1% | +5.4% |
| 3M | -10.8% | -0.5% | -10.3% | -10.8% |
| 6M | -9.2% | -5.0% | -4.2% | -9.1% |
| YTD | -53.8% | -14.7% | -39.1% | -53.3% |
| 1Y | -66.0% | -8.6% | -57.3% | -65.9% |
| 3Y | -44.7% | +108.4% | -153.0% | -50.0% |
| 5Y | -50.6% | +5.8% | -56.4% | -54.5% |
| 10Y | -10.4% | +29.6% | -40.1% | -22.1% |
| All | -10.4% | +28.3% | -38.7% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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