-65.9%
FLUT vs GFS
+42.6%
-108.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.3% |
| 7D | -2.6% | +4.5% | -7.1% | -2.5% |
| 30D | +5.4% | -8.2% | +13.6% | +5.3% |
| 3M | -10.8% | -38.9% | +28.1% | -12.4% |
| 6M | -9.2% | -2.9% | -6.3% | -16.2% |
| YTD | -53.8% | +31.8% | -85.6% | -61.2% |
| All | -65.9% | +42.6% | -108.5% | -73.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling