-49.2%
FLUT vs GAP
+9.4%
-58.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +3.8% | +1.7% | +2.1% | +3.5% |
| 30D | +6.3% | +9.3% | -3.0% | +4.7% |
| 3M | -4.0% | +6.1% | -10.1% | -5.2% |
| 6M | -10.3% | -2.3% | -8.0% | -10.6% |
| YTD | -53.2% | -10.6% | -42.6% | -52.8% |
| 1Y | -65.0% | -4.4% | -60.6% | -65.3% |
| 3Y | -43.9% | +118.3% | -162.2% | -54.2% |
| 5Y | -49.2% | +12.2% | -61.4% | -56.1% |
| All | -49.2% | +9.4% | -58.7% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling