-51.3%
FLUT vs GAP
+7.5%
-58.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | -1.5% | -0.1% | -1.4% | -1.6% |
| 30D | +3.4% | -5.4% | +8.8% | +4.2% |
| 3M | -12.5% | +2.9% | -15.4% | -13.3% |
| 6M | -18.5% | -4.4% | -14.0% | -18.7% |
| YTD | -61.6% | -11.6% | -50.0% | -61.4% |
| 1Y | -64.1% | -6.0% | -58.1% | -64.3% |
| 3Y | -44.5% | +78.0% | -122.5% | -52.9% |
| 5Y | -51.3% | +8.5% | -59.8% | -58.3% |
| All | -51.3% | +7.5% | -58.8% | -58.3% |
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