-26.1%
FLUT vs GAP
+2.4%
-28.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -4.0% |
| 7D | -1.2% | -5.2% | +4.0% | -0.7% |
| 30D | +5.0% | -6.9% | +11.9% | +5.7% |
| 3M | -16.4% | +5.7% | -22.1% | -17.1% |
| 6M | -14.6% | +0.9% | -15.5% | -15.2% |
| YTD | -61.9% | -14.5% | -47.4% | -61.6% |
| 1Y | -65.0% | -12.1% | -52.9% | -64.9% |
| 3Y | -44.8% | +72.2% | -117.0% | -49.4% |
| 5Y | -49.9% | +4.5% | -54.5% | -54.0% |
| All | -26.1% | +2.4% | -28.4% | -36.6% |
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