-57.1%
FLUT vs GFS
-9.0%
-48.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -1.2% | +17.2% | -18.4% | -4.0% |
| 30D | +5.0% | -8.7% | +13.7% | +6.0% |
| 3M | -16.4% | -19.7% | +3.2% | -13.7% |
| 6M | -14.6% | -40.7% | +26.1% | -8.9% |
| YTD | -61.9% | +22.5% | -84.4% | -67.2% |
| 1Y | -65.0% | +25.2% | -90.3% | -70.1% |
| 3Y | -44.8% | -17.7% | -27.2% | -49.2% |
| 5Y | -49.9% | -23.5% | -26.4% | -56.5% |
| All | -57.1% | -9.0% | -48.2% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling