+226.7%
GDX vs FCUV
-99.9%
+326.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -3.9% | -3.5% |
| 7D | -5.4% | -72.0% | +66.6% | -5.5% |
| 30D | +6.6% | -8.0% | +14.6% | +6.7% |
| 3M | +30.1% | +66.3% | -36.2% | +32.0% |
| 6M | -7.1% | -75.3% | +68.2% | -3.8% |
| YTD | +12.0% | -83.0% | +94.9% | +16.2% |
| 1Y | +41.2% | -94.7% | +135.9% | +48.3% |
| 3Y | +251.0% | -99.3% | +350.3% | +273.7% |
| 5Y | +226.7% | -99.9% | +326.6% | +260.6% |
| All | +226.7% | -99.9% | +326.6% | +260.6% |
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