+27.2%
GFS vs FCUV
-95.0%
+122.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +136.0% | -138.7% | -2.1% |
| 7D | +7.4% | +148.8% | -141.4% | +8.1% |
| 30D | -15.3% | +95.0% | -110.3% | -14.8% |
| 3M | -21.1% | +27.8% | -48.9% | -20.6% |
| 6M | -44.5% | +121.0% | -165.5% | -43.0% |
| YTD | +19.2% | -78.1% | +97.4% | +23.8% |
| 1Y | +27.2% | -94.3% | +121.5% | +37.3% |
| All | +27.2% | -95.0% | +122.3% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling