-43.9%
FLUT vs GRMN
+182.7%
-226.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +3.8% | +0.2% | +3.6% | +3.8% |
| 30D | +6.3% | -11.3% | +17.6% | +9.7% |
| 3M | -4.0% | +17.7% | -21.8% | -8.7% |
| 6M | -10.3% | +14.2% | -24.5% | -14.1% |
| YTD | -53.2% | +37.0% | -90.2% | -57.8% |
| 1Y | -65.0% | +17.0% | -82.0% | -67.0% |
| 3Y | -43.9% | +183.2% | -227.1% | -58.4% |
| All | -43.9% | +182.7% | -226.6% | -58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling