+17.8%
FLUT vs GH
+481.7%
-463.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -1.6% | -0.1% | -1.6% | -1.7% |
| 30D | +7.7% | -1.1% | +8.8% | +7.7% |
| 3M | -0.7% | +21.3% | -22.0% | -3.0% |
| 6M | -11.2% | +73.5% | -84.7% | -16.6% |
| YTD | -53.4% | +58.0% | -111.5% | -55.9% |
| 1Y | -65.8% | +163.1% | -228.8% | -69.3% |
| 3Y | -44.9% | +361.0% | -406.0% | -54.6% |
| 5Y | -49.7% | +22.5% | -72.2% | -57.4% |
| All | +17.8% | +481.7% | -463.8% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling