-43.6%
FLUT vs GPN
-27.4%
-16.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +0.4% | -4.3% | +4.8% | +1.9% |
| 30D | +2.5% | 0.0% | +2.5% | +2.4% |
| 3M | -9.2% | +35.8% | -45.1% | -18.4% |
| 6M | -8.2% | +22.0% | -30.2% | -15.0% |
| YTD | -53.2% | +15.2% | -68.4% | -55.9% |
| 1Y | -65.6% | +3.5% | -69.1% | -66.4% |
| 3Y | -43.6% | -26.9% | -16.6% | -43.1% |
| All | -43.6% | -27.4% | -16.2% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling