+30.4%
GDDY vs FCUV
-99.8%
+130.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.8% |
| 7D | -3.2% | -66.5% | +63.3% | -4.3% |
| 30D | +6.8% | +5.0% | +1.8% | +7.9% |
| 3M | +30.5% | +63.8% | -33.3% | +45.1% |
| 6M | +13.3% | -67.8% | +81.2% | +28.7% |
| YTD | -21.0% | -82.4% | +61.4% | -9.5% |
| 1Y | -34.0% | -94.7% | +60.7% | -23.0% |
| 3Y | +33.1% | -99.3% | +132.3% | +59.7% |
| All | +30.4% | -99.8% | +130.2% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling