+258.1%
GDX vs FCUV
-99.2%
+357.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.0% | +8.1% | +1.0% |
| 7D | +1.9% | -63.8% | +65.6% | +1.6% |
| 30D | +9.9% | -14.7% | +24.6% | +10.2% |
| 3M | +28.2% | +65.3% | -37.1% | +31.6% |
| 6M | -2.9% | -68.5% | +65.6% | +0.6% |
| YTD | +16.0% | -83.0% | +99.0% | +20.5% |
| 1Y | +49.9% | -94.4% | +144.3% | +56.5% |
| All | +258.1% | -99.2% | +357.4% | +251.8% |
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