+221.5%
FLUT vs GNRC
+2,077.0%
-1,855.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.2% |
| 7D | -2.6% | +3.2% | -5.8% | -2.9% |
| 30D | +5.4% | -9.5% | +14.9% | +6.3% |
| 3M | -10.8% | -28.5% | +17.8% | -8.4% |
| 6M | -9.2% | -10.0% | +0.7% | -9.5% |
| YTD | -53.8% | +36.7% | -90.6% | -56.3% |
| 1Y | -66.0% | +2.6% | -68.6% | -66.8% |
| 3Y | -44.7% | +61.9% | -106.6% | -49.2% |
| 5Y | -50.6% | -59.0% | +8.5% | -51.1% |
| 10Y | -10.4% | +444.8% | -455.2% | -20.1% |
| All | +221.5% | +2,077.0% | -1,855.5% | +160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling