+390.3%
GDDY vs FCUV
-98.9%
+489.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.8% |
| 7D | -3.2% | -66.5% | +63.3% | -3.5% |
| 30D | +6.8% | +5.0% | +1.8% | +7.1% |
| 3M | +30.5% | +63.8% | -33.3% | +34.2% |
| 6M | +13.3% | -67.8% | +81.2% | +17.1% |
| YTD | -21.0% | -82.4% | +61.4% | -18.2% |
| 1Y | -34.0% | -94.7% | +60.7% | -31.5% |
| 3Y | +33.1% | -99.3% | +132.3% | +38.1% |
| 5Y | +30.3% | -99.9% | +130.2% | +35.6% |
| 10Y | +205.5% | -98.6% | +304.1% | +209.8% |
| All | +390.3% | -98.9% | +489.3% | +411.3% |
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