-95.7%
FCUV vs GWRE
+176.5%
-272.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.2% |
| 7D | -66.5% | -13.2% | -53.2% | -64.7% |
| 30D | +5.0% | -18.6% | +23.6% | +11.7% |
| 3M | +63.8% | +18.9% | +44.9% | +60.2% |
| 6M | -67.8% | -11.0% | -56.9% | -67.2% |
| YTD | -82.4% | -29.9% | -52.5% | -81.6% |
| 1Y | -94.7% | -44.3% | -50.4% | -94.3% |
| 3Y | -99.3% | +51.7% | -150.9% | -99.3% |
| 5Y | -99.9% | +15.4% | -115.3% | -99.9% |
| 10Y | -98.6% | +129.4% | -228.0% | -98.3% |
| All | -95.7% | +176.5% | -272.2% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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