-49.2%
FLUT vs GH
+22.3%
-71.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +3.8% | -2.1% | +5.9% | +4.1% |
| 30D | +6.3% | -4.5% | +10.7% | +6.8% |
| 3M | -4.0% | +28.9% | -32.9% | -8.2% |
| 6M | -10.3% | +76.5% | -86.8% | -18.6% |
| YTD | -53.2% | +57.6% | -110.8% | -56.9% |
| 1Y | -65.0% | +167.5% | -232.6% | -70.5% |
| 3Y | -43.9% | +377.4% | -421.3% | -58.5% |
| 5Y | -49.2% | +23.8% | -73.1% | -59.0% |
| All | -49.2% | +22.3% | -71.5% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling