+165.2%
GD vs FCUV
-98.2%
+263.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +136.0% | -135.9% | +0.1% |
| 7D | +2.7% | +148.8% | -146.1% | +2.6% |
| 30D | +8.6% | +95.0% | -86.4% | +8.6% |
| 3M | -7.1% | +27.8% | -34.9% | -7.1% |
| 6M | +7.5% | +121.0% | -113.5% | +7.4% |
| YTD | +9.9% | -78.1% | +88.1% | +9.8% |
| 1Y | +7.6% | -94.3% | +101.8% | +7.4% |
| 3Y | +56.2% | -98.9% | +155.1% | +56.0% |
| 5Y | +100.6% | -99.7% | +200.3% | +100.3% |
| All | +165.2% | -98.2% | +263.4% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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