-95.6%
FCUV vs GAP
-15.3%
-80.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -0.2% | -65.0% | -65.2% |
| 7D | -47.9% | +1.7% | -49.7% | -47.9% |
| 30D | +13.7% | +9.3% | +4.3% | +13.3% |
| 3M | +97.0% | +6.1% | +90.9% | +96.7% |
| 6M | -66.1% | -2.3% | -63.8% | -66.0% |
| YTD | -81.8% | -10.6% | -71.2% | -81.6% |
| 1Y | -93.3% | -4.4% | -88.8% | -93.2% |
| 3Y | -99.2% | +118.3% | -217.5% | -99.2% |
| 5Y | -99.9% | +12.2% | -112.1% | -99.9% |
| 10Y | -98.5% | +33.7% | -132.2% | -98.6% |
| All | -95.6% | -15.3% | -80.2% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling