-10.3%
GFS vs FCUV
-99.7%
+89.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +136.0% | -138.7% | -3.8% |
| 7D | +7.4% | +148.8% | -141.4% | +6.1% |
| 30D | -15.3% | +95.0% | -110.3% | -16.1% |
| 3M | -21.1% | +27.8% | -48.9% | -22.0% |
| 6M | -44.5% | +121.0% | -165.5% | -47.7% |
| YTD | +19.2% | -78.1% | +97.4% | +20.9% |
| 1Y | +27.2% | -94.3% | +121.5% | +37.9% |
| 3Y | -20.1% | -98.9% | +78.8% | -9.5% |
| 5Y | -25.6% | -99.7% | +74.1% | +2.3% |
| All | -10.3% | -99.7% | +89.4% | +25.4% |
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