-66.1%
FCUV vs GAP
-0.6%
-65.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -0.2% | -65.0% | -65.3% |
| 7D | -47.9% | +1.7% | -49.7% | -47.8% |
| 30D | +13.7% | +9.3% | +4.3% | +16.8% |
| 3M | +97.0% | +6.1% | +90.9% | +108.1% |
| All | -66.1% | -0.6% | -65.5% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 6mo: compounded portfolio wealth divided by compounded GAP 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…
6mo analysis · Full analysis span regression · 6 months rolling