+2,054.3%
FLUT vs GWW
+4,459.7%
-2,405.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -1.6% | +1.4% | -3.0% | -1.8% |
| 30D | +7.7% | +3.3% | +4.5% | +7.3% |
| 3M | -0.7% | +2.9% | -3.6% | -1.1% |
| 6M | -11.2% | +15.8% | -26.9% | -12.6% |
| YTD | -53.4% | +32.0% | -85.5% | -55.0% |
| 1Y | -65.8% | +29.9% | -95.7% | -66.8% |
| 3Y | -44.9% | +91.1% | -136.0% | -48.6% |
| 5Y | -49.7% | +223.9% | -273.6% | -55.0% |
| 10Y | -9.7% | +567.0% | -576.7% | -23.8% |
| All | +2,054.3% | +4,459.7% | -2,405.5% | +1,513.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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