+2,067.0%
FLUT vs GFI
+644.1%
+1,422.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +3.8% | +5.7% | -1.9% | +3.6% |
| 30D | +6.3% | +15.6% | -9.3% | +5.8% |
| 3M | -4.0% | +31.5% | -35.6% | -5.1% |
| 6M | -10.3% | -3.7% | -6.6% | -10.4% |
| YTD | -53.2% | +11.2% | -64.4% | -53.6% |
| 1Y | -65.0% | +36.4% | -101.4% | -65.7% |
| 3Y | -43.9% | +313.5% | -357.4% | -47.7% |
| 5Y | -49.2% | +528.0% | -577.3% | -53.6% |
| 10Y | -9.2% | +1,021.4% | -1,030.6% | -18.6% |
| All | +2,067.0% | +644.1% | +1,422.9% | +1,804.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling