-87.2%
FCUV vs GPC
+96.8%
-184.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +1.1% | -14.8% | -13.9% |
| 7D | +62.8% | +1.2% | +61.6% | +62.6% |
| 30D | +66.5% | +6.0% | +60.5% | +64.3% |
| 3M | +459.9% | +42.6% | +417.3% | +413.5% |
| 6M | -12.4% | +22.8% | -35.1% | -17.0% |
| YTD | -47.5% | +15.5% | -63.0% | -50.0% |
| 1Y | -80.5% | +2.0% | -82.6% | -80.9% |
| 3Y | -97.6% | -1.4% | -96.2% | -97.7% |
| 5Y | -99.5% | +30.6% | -130.1% | -99.6% |
| 10Y | -95.8% | +80.6% | -176.4% | -96.3% |
| All | -87.2% | +96.8% | -184.1% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling