-9.3%
FLUT vs GPN
+28.2%
-37.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +0.4% | -4.6% | +5.0% | +1.5% |
| 30D | +2.5% | -0.3% | +2.8% | +2.5% |
| 3M | -9.2% | +35.4% | -44.7% | -15.6% |
| 6M | -8.2% | +21.7% | -29.9% | -12.8% |
| YTD | -53.2% | +14.9% | -68.1% | -55.1% |
| 1Y | -65.6% | +3.2% | -68.8% | -66.2% |
| 3Y | -43.6% | -27.1% | -16.4% | -41.6% |
| 5Y | -50.3% | -44.4% | -5.9% | -48.3% |
| All | -9.3% | +28.2% | -37.5% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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