+246.5%
GM vs FLUT
+165.1%
+81.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.1% |
| 7D | +1.9% | -1.6% | +3.6% | +2.1% |
| 30D | -1.4% | +7.7% | -9.1% | -2.2% |
| 3M | +5.9% | -0.7% | +6.6% | +5.6% |
| 6M | +12.4% | -11.2% | +23.5% | +13.1% |
| YTD | +8.6% | -53.4% | +62.1% | +16.7% |
| 1Y | +52.6% | -65.8% | +118.4% | +68.7% |
| 3Y | +169.7% | -44.9% | +214.6% | +182.6% |
| 5Y | +87.5% | -49.7% | +137.2% | +90.5% |
| 10Y | +233.0% | -9.7% | +242.7% | +236.7% |
| All | +246.5% | +165.1% | +81.3% | +228.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling