+92.4%
FLUT vs GWRE
+749.2%
-656.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.0% | +3.6% | -0.7% |
| 7D | -2.6% | -26.2% | +23.6% | +1.2% |
| 30D | +5.4% | -17.8% | +23.1% | +7.7% |
| 3M | -10.8% | +14.2% | -25.0% | -13.0% |
| 6M | -9.2% | -12.9% | +3.7% | -8.8% |
| YTD | -53.8% | -29.2% | -24.6% | -52.6% |
| 1Y | -66.0% | -44.4% | -21.5% | -64.2% |
| 3Y | -44.7% | +51.1% | -95.7% | -47.7% |
| 5Y | -50.6% | +16.5% | -67.1% | -54.0% |
| 10Y | -10.4% | +131.6% | -142.0% | -15.4% |
| All | +92.4% | +749.2% | -656.8% | +88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling