-63.2%
FLUT vs GFI
+6.9%
-70.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.3% | -8.7% | -2.2% |
| 7D | +4.2% | +1.4% | +2.7% | +4.1% |
| 30D | +8.0% | +3.0% | +5.0% | +8.0% |
| 3M | -22.1% | +10.2% | -32.3% | -20.7% |
| 6M | -21.7% | -10.1% | -11.6% | -20.7% |
| YTD | -62.0% | -11.4% | -50.6% | -63.5% |
| 1Y | -63.2% | +8.4% | -71.6% | -67.0% |
| All | -63.2% | +6.9% | -70.1% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling