-22.9%
FLUT vs GRMN
+665.4%
-688.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.2% |
| 7D | +4.5% | +1.7% | +2.9% | +4.2% |
| 30D | +9.2% | +10.2% | -1.0% | +6.8% |
| 3M | -13.7% | -4.7% | -9.0% | -13.0% |
| 6M | -9.0% | +22.3% | -31.3% | -13.6% |
| YTD | -60.2% | +46.7% | -106.9% | -64.0% |
| 1Y | -63.1% | +49.6% | -112.8% | -66.7% |
| 3Y | -42.5% | +165.3% | -207.7% | -54.3% |
| 5Y | -47.6% | +130.3% | -177.9% | -58.6% |
| 10Y | -22.9% | +658.0% | -680.9% | -42.1% |
| All | -22.9% | +665.4% | -688.3% | -42.1% |
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