+1,645.8%
FLUT vs GRMN
+5,767.9%
-4,122.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | +9.3% | +1.2% | +8.1% | +9.1% |
| 3M | -17.5% | -8.9% | -8.6% | -16.9% |
| 6M | -14.6% | +23.0% | -37.6% | -16.4% |
| YTD | -62.3% | +41.2% | -103.5% | -63.6% |
| 1Y | -59.6% | +47.5% | -107.1% | -61.2% |
| 3Y | -45.3% | +155.8% | -201.0% | -49.6% |
| 5Y | -50.4% | +120.2% | -170.6% | -54.2% |
| 10Y | -26.8% | +629.9% | -656.7% | -36.4% |
| All | +1,645.8% | +5,767.9% | -4,122.0% | +1,289.9% |
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