-98.6%
FCUV vs GPC
+86.4%
-185.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.4% |
| 7D | -66.5% | -3.2% | -63.3% | -65.7% |
| 30D | +5.0% | +0.5% | +4.4% | +6.4% |
| 3M | +63.8% | +31.7% | +32.0% | +51.0% |
| 6M | -67.8% | +24.7% | -92.5% | -69.8% |
| YTD | -82.4% | +11.8% | -94.2% | -83.1% |
| 1Y | -94.7% | -3.0% | -91.8% | -94.7% |
| 3Y | -99.3% | -1.1% | -98.1% | -99.3% |
| 5Y | -99.9% | +30.5% | -130.3% | -99.9% |
| All | -98.6% | +86.4% | -185.0% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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