+2,054.3%
FLUT vs GAP
+346.5%
+1,707.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -1.6% | -4.5% | +2.8% | -1.3% |
| 30D | +7.7% | +9.0% | -1.3% | +7.0% |
| 3M | -0.7% | +5.0% | -5.7% | -1.2% |
| 6M | -11.2% | -17.8% | +6.7% | -10.2% |
| YTD | -53.4% | -10.4% | -43.1% | -53.3% |
| 1Y | -65.8% | -3.4% | -62.4% | -65.9% |
| 3Y | -44.9% | +111.5% | -156.4% | -48.7% |
| 5Y | -49.7% | +8.8% | -58.5% | -52.5% |
| 10Y | -9.7% | +32.9% | -42.6% | -17.7% |
| All | +2,054.3% | +346.5% | +1,707.7% | +1,790.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling