+2,054.3%
FLUT vs GPC
+843.8%
+1,210.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.3% |
| 7D | -1.6% | +1.2% | -2.8% | -1.8% |
| 30D | +7.7% | +6.0% | +1.8% | +7.0% |
| 3M | -0.7% | +42.6% | -43.3% | -5.2% |
| 6M | -11.2% | +22.8% | -33.9% | -13.6% |
| YTD | -53.4% | +15.5% | -68.9% | -54.5% |
| 1Y | -65.8% | +2.0% | -67.8% | -66.1% |
| 3Y | -44.9% | -1.4% | -43.5% | -45.7% |
| 5Y | -49.7% | +30.6% | -80.3% | -51.7% |
| 10Y | -9.7% | +80.6% | -90.3% | -16.8% |
| All | +2,054.3% | +843.8% | +1,210.5% | +1,688.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling