-99.8%
FCUV vs GGLL
+210.8%
-310.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -2.1% | +138.1% | +137.6% |
| 7D | +148.8% | +7.7% | +141.1% | +132.0% |
| 30D | +95.0% | -30.2% | +125.3% | +142.6% |
| 3M | +27.8% | -31.3% | +59.1% | +58.3% |
| 6M | +121.0% | -52.1% | +173.1% | +219.0% |
| YTD | -78.1% | -25.9% | -52.3% | -74.1% |
| 1Y | -94.3% | -8.5% | -85.8% | -93.9% |
| 3Y | -98.9% | +165.5% | -264.5% | -99.3% |
| All | -99.8% | +210.8% | -310.5% | -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