-43.9%
FLUT vs GFS
-20.2%
-23.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +3.8% | +2.6% | +1.2% | +3.5% |
| 30D | +6.3% | -16.4% | +22.7% | +8.6% |
| 3M | -4.0% | -41.6% | +37.5% | +1.7% |
| 6M | -10.3% | -3.7% | -6.6% | -15.7% |
| YTD | -53.2% | +29.3% | -82.5% | -59.8% |
| 1Y | -65.0% | +37.1% | -102.2% | -70.5% |
| 3Y | -43.9% | -22.1% | -21.8% | -48.4% |
| All | -43.9% | -20.2% | -23.7% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling