+222.5%
GD vs FCUV
-97.9%
+320.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | -0.6% |
| 7D | -5.0% | -13.0% | +8.0% | -5.0% |
| 30D | +8.9% | -36.9% | +45.8% | +8.9% |
| 3M | -8.0% | -65.3% | +57.3% | -8.1% |
| 6M | +2.9% | -32.9% | +35.8% | +3.0% |
| YTD | +7.1% | -91.2% | +98.3% | +7.1% |
| 1Y | +5.9% | -98.2% | +104.1% | +5.8% |
| 3Y | +53.9% | -99.6% | +153.4% | +53.8% |
| 5Y | +95.4% | -99.9% | +195.3% | +95.2% |
| 10Y | +193.5% | -99.3% | +292.8% | +201.2% |
| All | +222.5% | -97.9% | +320.4% | +233.9% |
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