+2,067.0%
FLUT vs GPN
+1,455.9%
+611.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.1% |
| 7D | +3.8% | -0.7% | +4.5% | +3.9% |
| 30D | +6.3% | +3.8% | +2.5% | +5.7% |
| 3M | -4.0% | +39.2% | -43.2% | -8.8% |
| 6M | -10.3% | +17.9% | -28.2% | -12.8% |
| YTD | -53.2% | +16.4% | -69.5% | -54.5% |
| 1Y | -65.0% | +3.6% | -68.7% | -65.5% |
| 3Y | -43.9% | -26.7% | -17.2% | -42.7% |
| 5Y | -49.2% | -44.8% | -4.5% | -47.5% |
| 10Y | -9.2% | +24.1% | -33.3% | -12.1% |
| All | +2,067.0% | +1,455.9% | +611.1% | +1,832.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling