-47.7%
FLUT vs GFS
-3.7%
-44.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.5% |
| 7D | -1.6% | +1.0% | -2.6% | -1.8% |
| 30D | +7.7% | -8.6% | +16.3% | +9.4% |
| 3M | -0.7% | -46.5% | +45.8% | +10.9% |
| 6M | -11.2% | -4.8% | -6.3% | -15.5% |
| YTD | -53.4% | +29.7% | -83.1% | -60.0% |
| 1Y | -65.8% | +35.8% | -101.6% | -71.1% |
| 3Y | -44.9% | -18.3% | -26.6% | -48.5% |
| All | -47.7% | -3.7% | -44.0% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling