-80.5%
FCUV vs GGLL
+80.0%
-160.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.3% | -11.3% | -9.5% |
| 7D | +62.8% | -4.8% | +67.6% | +80.2% |
| 30D | +66.5% | -13.7% | +80.2% | +123.6% |
| 3M | +459.9% | -21.9% | +481.8% | +569.0% |
| 6M | -12.4% | +11.7% | -24.0% | -2.0% |
| YTD | -47.5% | +2.3% | -49.8% | -40.1% |
| 1Y | -80.5% | +76.2% | -156.7% | -85.2% |
| All | -80.5% | +80.0% | -160.5% | -85.2% |
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