-9.0%
FLUT vs GRMN
+23.0%
-32.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.6% |
| 7D | +4.5% | +1.7% | +2.9% | +4.5% |
| 30D | +9.2% | +10.2% | -1.0% | +9.1% |
| 3M | -13.7% | -4.7% | -9.0% | -13.1% |
| 6M | -9.0% | +22.3% | -31.3% | -8.5% |
| All | -9.0% | +23.0% | -32.1% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling