+39.4%
GM vs FLUT
-63.1%
+102.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +7.0% | +4.9% |
| 7D | +12.1% | +4.2% | +7.9% | +11.5% |
| 30D | +15.2% | +8.0% | +7.2% | +14.0% |
| 3M | +4.9% | -22.1% | +27.0% | +7.2% |
| 6M | +22.6% | -21.7% | +44.3% | +25.1% |
| YTD | +14.4% | -62.0% | +76.4% | +28.0% |
| 1Y | +39.4% | -63.2% | +102.6% | +56.4% |
| All | +39.4% | -63.1% | +102.5% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling