-98.0%
FCUV vs GGLL
-11.6%
-86.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +6.5% | -14.0% | -17.3% |
| 7D | -8.6% | -23.1% | +14.5% | +20.0% |
| 30D | -25.9% | -32.9% | +7.0% | +20.9% |
| 3M | -69.8% | -44.9% | -24.9% | -31.6% |
| 6M | -31.6% | -49.5% | +17.9% | +14.6% |
| YTD | -90.1% | -28.9% | -61.2% | -83.1% |
| 1Y | -98.0% | -12.2% | -85.8% | -96.8% |
| All | -98.0% | -11.6% | -86.4% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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