-99.4%
FCUV vs GGLL
+328.7%
-428.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.3% | -11.3% | -11.7% |
| 7D | +62.8% | -4.8% | +67.6% | +70.9% |
| 30D | +66.5% | -13.7% | +80.2% | +92.0% |
| 3M | +459.9% | -21.9% | +481.8% | +548.0% |
| 6M | -12.4% | +11.7% | -24.0% | -14.5% |
| YTD | -47.5% | +2.3% | -49.8% | -47.4% |
| 1Y | -80.5% | +76.2% | -156.7% | -84.8% |
| 3Y | -97.6% | +245.0% | -342.6% | -98.7% |
| All | -99.4% | +328.7% | -428.1% | -99.7% |
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