-10.4%
FLUT vs GPC
+83.6%
-94.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.5% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | +5.4% | +1.3% | +4.1% | +5.1% |
| 3M | -10.8% | +37.1% | -47.9% | -16.1% |
| 6M | -9.2% | +23.2% | -32.4% | -13.0% |
| YTD | -53.8% | +13.1% | -66.9% | -55.3% |
| 1Y | -66.0% | +0.9% | -66.8% | -66.3% |
| 3Y | -44.7% | -0.8% | -43.9% | -46.0% |
| 5Y | -50.6% | +31.1% | -81.7% | -53.8% |
| 10Y | -10.4% | +87.4% | -97.8% | -22.9% |
| All | -10.4% | +83.6% | -94.0% | -22.9% |
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