-2.7%
GFS vs FCUV
-99.7%
+97.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -65.2% | +65.0% | +0.3% |
| 7D | +2.6% | -47.9% | +50.6% | +2.8% |
| 30D | -16.4% | +13.7% | -30.0% | -17.0% |
| 3M | -41.6% | +97.0% | -138.6% | -44.8% |
| 6M | -3.7% | -66.1% | +62.4% | -4.1% |
| YTD | +29.3% | -81.8% | +111.1% | +31.9% |
| 1Y | +37.1% | -93.3% | +130.4% | +45.5% |
| 3Y | -22.1% | -99.2% | +77.1% | -9.9% |
| All | -2.7% | -99.7% | +97.0% | +36.8% |
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