-51.1%
FLUT vs GPC
+30.9%
-82.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.5% |
| 7D | -1.6% | +1.2% | -2.8% | -2.0% |
| 30D | +7.7% | +6.0% | +1.8% | +6.1% |
| 3M | -0.7% | +42.6% | -43.3% | -10.3% |
| 6M | -11.2% | +22.8% | -33.9% | -16.4% |
| YTD | -53.4% | +15.5% | -68.9% | -56.0% |
| 1Y | -65.8% | +2.0% | -67.8% | -66.4% |
| 3Y | -44.9% | -1.4% | -43.5% | -46.9% |
| All | -51.1% | +30.9% | -82.0% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling