-98.9%
FCUV vs GPC
+0.2%
-99.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +0.4% | +135.6% | +135.9% |
| 7D | +148.8% | +0.4% | +148.3% | +148.6% |
| 30D | +95.0% | -6.3% | +101.3% | +97.4% |
| 3M | +27.8% | -8.2% | +36.0% | +31.5% |
| 6M | +121.0% | +27.1% | +93.9% | +104.6% |
| YTD | -78.1% | +3.1% | -81.3% | -78.8% |
| 1Y | -94.3% | +0.1% | -94.3% | -94.3% |
| 3Y | -98.9% | +0.2% | -99.1% | -99.0% |
| All | -98.9% | +0.2% | -99.1% | -99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling