+225.8%
GD vs FCUV
-87.2%
+313.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -13.7% | +11.9% | -1.8% |
| 7D | -5.3% | +62.8% | -68.1% | -5.2% |
| 30D | -6.4% | +66.5% | -72.9% | -6.4% |
| 3M | +5.7% | +459.9% | -454.2% | +5.8% |
| 6M | -0.9% | -12.4% | +11.4% | -0.9% |
| YTD | +8.2% | -47.5% | +55.7% | +8.2% |
| 1Y | +13.4% | -80.5% | +93.9% | +13.4% |
| 3Y | +68.5% | -97.6% | +166.1% | +68.5% |
| 5Y | +97.2% | -99.5% | +196.7% | +96.9% |
| 10Y | +190.2% | -95.8% | +285.9% | +198.0% |
| All | +225.8% | -87.2% | +313.0% | +237.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling