+18.4%
FLUT vs GH
+467.1%
-448.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +0.4% | -2.5% | +2.9% | +0.7% |
| 30D | +2.5% | -4.7% | +7.2% | +2.9% |
| 3M | -9.2% | +20.2% | -29.5% | -11.3% |
| 6M | -8.2% | +78.8% | -87.0% | -14.1% |
| YTD | -53.2% | +54.1% | -107.3% | -55.6% |
| 1Y | -65.6% | +177.1% | -242.7% | -69.3% |
| 3Y | -43.6% | +371.6% | -415.2% | -53.6% |
| 5Y | -50.3% | +21.9% | -72.2% | -57.8% |
| All | +18.4% | +467.1% | -448.8% | +10.0% |
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