-9.3%
FLUT vs GWRE
+131.0%
-140.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +0.4% | -13.2% | +13.7% | +3.4% |
| 30D | +2.5% | -18.6% | +21.1% | +6.2% |
| 3M | -9.2% | +18.9% | -28.1% | -13.7% |
| 6M | -8.2% | -11.0% | +2.7% | -8.1% |
| YTD | -53.2% | -29.9% | -23.3% | -51.2% |
| 1Y | -65.6% | -44.3% | -21.2% | -62.4% |
| 3Y | -43.6% | +51.7% | -95.2% | -49.9% |
| 5Y | -50.3% | +15.4% | -65.7% | -56.5% |
| All | -9.3% | +131.0% | -140.3% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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