-47.4%
FLUT vs GFS
0.0%
-47.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.2% | +1.5% |
| 7D | +0.4% | +3.8% | -3.4% | -0.3% |
| 30D | +2.5% | -11.7% | +14.2% | +5.0% |
| 3M | -9.2% | -41.8% | +32.5% | -0.2% |
| 6M | -8.2% | +6.6% | -14.9% | -15.0% |
| YTD | -53.2% | +34.6% | -87.9% | -60.1% |
| 1Y | -65.6% | +46.2% | -111.7% | -71.4% |
| 3Y | -43.6% | -20.3% | -23.2% | -46.6% |
| All | -47.4% | 0.0% | -47.4% | -55.0% |
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