-4.5%
FLUT vs GH
+446.7%
-451.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | -0.7% | +0.6% | -1.2% | -0.8% |
| 30D | +9.3% | -6.9% | +16.2% | +9.8% |
| 3M | -17.5% | -4.9% | -12.6% | -17.5% |
| 6M | -14.6% | +54.1% | -68.7% | -19.1% |
| YTD | -62.3% | +48.5% | -110.8% | -64.2% |
| 1Y | -59.6% | +61.2% | -120.8% | -62.1% |
| 3Y | -45.3% | +570.3% | -615.6% | -56.6% |
| 5Y | -50.4% | +46.1% | -96.6% | -58.1% |
| All | -4.5% | +446.7% | -451.2% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling