-99.9%
FCUV vs GPC
+30.9%
-130.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.9% | -7.9% | -7.3% |
| 7D | -63.8% | -0.6% | -63.1% | -63.1% |
| 30D | -14.7% | +1.3% | -16.0% | -13.5% |
| 3M | +65.3% | +37.1% | +28.2% | +47.3% |
| 6M | -68.5% | +23.2% | -91.7% | -70.8% |
| YTD | -83.0% | +13.1% | -96.1% | -84.0% |
| 1Y | -94.4% | +0.9% | -95.3% | -94.5% |
| 3Y | -99.3% | -0.8% | -98.5% | -99.3% |
| 5Y | -99.9% | +31.1% | -131.0% | -99.9% |
| All | -99.9% | +30.9% | -130.7% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling