-10.4%
FLUT vs GRMN
+646.0%
-656.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -2.6% | -1.4% | -1.2% | -2.3% |
| 30D | +5.4% | -13.1% | +18.5% | +8.6% |
| 3M | -10.8% | +14.9% | -25.7% | -13.9% |
| 6M | -9.2% | +13.1% | -22.3% | -12.2% |
| YTD | -53.8% | +35.3% | -89.1% | -57.3% |
| 1Y | -66.0% | +16.0% | -82.0% | -67.5% |
| 3Y | -44.7% | +179.6% | -224.3% | -56.2% |
| 5Y | -50.6% | +75.0% | -125.6% | -59.5% |
| All | -10.4% | +646.0% | -656.4% | -30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling