+7.2%
GEHC vs FCUV
-99.7%
+106.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.7% | -0.5% |
| 7D | -7.2% | -66.5% | +59.3% | -7.2% |
| 30D | -11.6% | +5.0% | -16.5% | -11.5% |
| 3M | -0.8% | +63.8% | -64.6% | -0.5% |
| 6M | -11.9% | -67.8% | +55.9% | -10.4% |
| YTD | -21.9% | -82.4% | +60.5% | -20.2% |
| 1Y | -17.8% | -94.7% | +76.9% | -14.8% |
| 3Y | -3.5% | -99.3% | +95.7% | +0.2% |
| All | +7.2% | -99.7% | +106.9% | +21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling