+164.6%
GM vs FLUT
-42.9%
+207.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.1% |
| 7D | -1.1% | -2.6% | +1.5% | -0.6% |
| 30D | -4.6% | +5.4% | -9.9% | -5.7% |
| 3M | +0.2% | -10.8% | +11.0% | +1.8% |
| 6M | +12.6% | -9.2% | +21.8% | +13.5% |
| YTD | +3.7% | -53.8% | +57.5% | +20.5% |
| 1Y | +45.6% | -66.0% | +111.6% | +80.7% |
| All | +164.6% | -42.9% | +207.5% | +183.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling