-98.6%
FCUV vs GRMN
+677.8%
-776.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.2% | -1.0% | +2.9% |
| 7D | -66.5% | +2.4% | -68.9% | -66.5% |
| 30D | +5.0% | -8.5% | +13.4% | +5.8% |
| 3M | +63.8% | +19.5% | +44.3% | +54.5% |
| 6M | -67.8% | +21.2% | -89.0% | -69.9% |
| YTD | -82.4% | +41.0% | -123.5% | -84.0% |
| 1Y | -94.7% | +19.6% | -114.3% | -95.1% |
| 3Y | -99.3% | +183.8% | -283.0% | -99.4% |
| 5Y | -99.9% | +83.0% | -182.9% | -99.9% |
| All | -98.6% | +677.8% | -776.3% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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