-11.0%
FLUT vs GRMN
+646.1%
-657.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.6% | -1.8% | -1.8% | -3.2% |
| 30D | -0.3% | -12.1% | +11.8% | +2.5% |
| 3M | -12.6% | +18.0% | -30.6% | -16.1% |
| 6M | -8.0% | +13.7% | -21.7% | -11.1% |
| YTD | -54.1% | +35.3% | -89.4% | -57.5% |
| 1Y | -66.1% | +17.2% | -83.4% | -67.7% |
| 3Y | -45.0% | +179.6% | -224.6% | -56.5% |
| 5Y | -51.2% | +75.6% | -126.8% | -60.0% |
| All | -11.0% | +646.1% | -657.1% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GRMN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling