-63.2%
FLUT vs GH
+80.5%
-143.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.3% | -2.0% |
| 7D | +4.2% | -7.7% | +11.8% | +4.9% |
| 30D | +8.0% | -10.0% | +18.0% | +9.1% |
| 3M | -22.1% | +5.5% | -27.6% | -23.4% |
| 6M | -21.7% | +84.9% | -106.6% | -33.4% |
| YTD | -62.0% | +65.0% | -127.0% | -66.8% |
| 1Y | -63.2% | +71.8% | -134.9% | -68.7% |
| All | -63.2% | +80.5% | -143.7% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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