-99.8%
FCUV vs GGLL
+328.4%
-428.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -0.1% | -65.2% | -65.2% |
| 7D | -47.9% | +1.9% | -49.8% | -48.1% |
| 30D | +13.7% | -9.7% | +23.4% | +24.7% |
| 3M | +97.0% | -18.0% | +115.0% | +124.6% |
| 6M | -66.1% | +15.3% | -81.4% | -67.3% |
| YTD | -81.8% | +2.2% | -84.0% | -81.7% |
| 1Y | -93.3% | +73.1% | -166.4% | -94.7% |
| 3Y | -99.2% | +242.7% | -341.9% | -99.6% |
| All | -99.8% | +328.4% | -428.2% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling