-26.1%
FLUT vs GPC
+93.7%
-119.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -2.0% | -0.1% |
| 7D | -6.5% | +0.8% | -7.3% | -6.6% |
| 30D | +2.8% | -1.1% | +3.8% | +2.9% |
| 3M | -13.5% | -6.6% | -6.8% | -12.3% |
| 6M | -19.0% | +22.2% | -41.2% | -22.2% |
| YTD | -61.9% | +5.1% | -66.9% | -62.6% |
| 1Y | -63.2% | +2.8% | -66.0% | -63.8% |
| 3Y | -46.0% | +2.4% | -48.4% | -47.4% |
| 5Y | -51.8% | +7.8% | -59.5% | -53.6% |
| 10Y | -26.1% | +87.2% | -113.3% | -36.8% |
| All | -26.1% | +93.7% | -119.8% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling