-44.5%
FLUT vs GH
+598.2%
-642.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.8% |
| 7D | -1.5% | -11.2% | +9.8% | -0.6% |
| 30D | +3.4% | -7.2% | +10.7% | +3.8% |
| 3M | -12.5% | -7.1% | -5.4% | -12.4% |
| 6M | -18.5% | +62.3% | -80.8% | -23.3% |
| YTD | -61.6% | +52.1% | -113.7% | -63.8% |
| 1Y | -64.1% | +58.6% | -122.8% | -66.3% |
| 3Y | -44.5% | +619.9% | -664.3% | -52.7% |
| All | -44.5% | +598.2% | -642.7% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling