+1,739.7%
FLUT vs GAP
+331.8%
+1,407.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +3.8% |
| 7D | +4.5% | -9.3% | +13.9% | +5.3% |
| 30D | +9.2% | -5.5% | +14.7% | +9.6% |
| 3M | -13.7% | +3.5% | -17.1% | -14.1% |
| 6M | -9.0% | +0.7% | -9.7% | -9.5% |
| YTD | -60.2% | -13.4% | -46.9% | -60.1% |
| 1Y | -63.1% | -7.7% | -55.5% | -63.1% |
| 3Y | -42.5% | +74.4% | -116.9% | -45.8% |
| 5Y | -47.6% | +5.3% | -52.9% | -50.4% |
| 10Y | -22.9% | +4.7% | -27.5% | -29.3% |
| All | +1,739.7% | +331.8% | +1,407.9% | +1,515.4% |
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