-51.2%
FLUT vs GNRC
-60.2%
+8.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.2% |
| 7D | -3.6% | -0.7% | -2.8% | -3.5% |
| 30D | -0.3% | -15.8% | +15.5% | +2.3% |
| 3M | -12.6% | -24.0% | +11.4% | -9.8% |
| 6M | -8.0% | -13.8% | +5.8% | -8.3% |
| YTD | -54.1% | +33.2% | -87.3% | -58.6% |
| 1Y | -66.1% | -1.8% | -64.3% | -67.6% |
| 3Y | -45.0% | +57.7% | -102.8% | -53.6% |
| 5Y | -51.2% | -59.7% | +8.5% | -47.6% |
| All | -51.2% | -60.2% | +8.9% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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