-0.8%
GFS vs FCUV
-99.7%
+98.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.0% | +8.9% | +2.0% |
| 7D | +4.5% | -63.8% | +68.3% | +5.0% |
| 30D | -8.2% | -14.7% | +6.5% | -8.6% |
| 3M | -38.9% | +65.3% | -104.2% | -41.8% |
| 6M | -2.9% | -68.5% | +65.6% | -3.3% |
| YTD | +31.8% | -83.0% | +114.8% | +34.5% |
| 1Y | +43.1% | -94.4% | +137.5% | +53.0% |
| 3Y | -20.6% | -99.3% | +78.6% | -8.1% |
| All | -0.8% | -99.7% | +98.9% | +39.5% |
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