+2,054.3%
FLUT vs GRMN
+5,621.3%
-3,567.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.6% | -2.9% | +1.2% | -1.4% |
| 30D | +7.7% | -8.4% | +16.2% | +8.6% |
| 3M | -0.7% | +15.0% | -15.7% | -2.1% |
| 6M | -11.2% | +11.2% | -22.4% | -12.2% |
| YTD | -53.4% | +37.7% | -91.1% | -54.9% |
| 1Y | -65.8% | +18.5% | -84.2% | -66.4% |
| 3Y | -44.9% | +175.8% | -220.7% | -49.5% |
| 5Y | -49.7% | +75.1% | -124.8% | -52.9% |
| 10Y | -9.7% | +637.0% | -646.7% | -21.4% |
| All | +2,054.3% | +5,621.3% | -3,567.0% | +1,620.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling