+33.1%
GDDY vs FCUV
-99.2%
+132.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.8% |
| 7D | -3.2% | -66.5% | +63.3% | -4.5% |
| 30D | +6.8% | +5.0% | +1.8% | +8.2% |
| 3M | +30.5% | +63.8% | -33.3% | +47.9% |
| 6M | +13.3% | -67.8% | +81.2% | +29.8% |
| YTD | -21.0% | -82.4% | +61.4% | -9.1% |
| 1Y | -34.0% | -94.7% | +60.7% | -23.4% |
| 3Y | +33.1% | -99.3% | +132.3% | +50.4% |
| All | +33.1% | -99.2% | +132.3% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling