-47.6%
FLUT vs GFS
-26.8%
-20.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -1.9% | +2.6% |
| 7D | +4.5% | +6.2% | -1.7% | +3.2% |
| 30D | +9.2% | -11.4% | +20.6% | +11.0% |
| 3M | -13.7% | -15.5% | +1.8% | -11.7% |
| 6M | -9.0% | -42.6% | +33.6% | -1.9% |
| YTD | -60.2% | +23.2% | -83.4% | -66.1% |
| 1Y | -63.1% | +23.6% | -86.7% | -68.6% |
| 3Y | -42.5% | -17.2% | -25.2% | -47.3% |
| 5Y | -47.6% | -23.4% | -24.1% | -53.4% |
| All | -47.6% | -26.8% | -20.8% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling