-99.9%
FCUV vs GGLL
+195.8%
-295.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -3.6% |
| 7D | -15.4% | +6.3% | -21.8% | -19.9% |
| 30D | -32.9% | -35.1% | +2.2% | -10.3% |
| 3M | -46.2% | -37.7% | -8.5% | -26.8% |
| 6M | -30.0% | -54.1% | +24.1% | +6.3% |
| YTD | -91.4% | -29.4% | -61.9% | -89.2% |
| 1Y | -98.1% | -13.4% | -84.7% | -97.8% |
| 3Y | -99.6% | +158.3% | -257.9% | -99.7% |
| All | -99.9% | +195.8% | -295.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling