-12.1%
GFS vs FCUV
-99.9%
+87.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.4% | +0.2% |
| 7D | -5.3% | -15.3% | +10.0% | -5.1% |
| 30D | -15.8% | -29.7% | +13.9% | -15.5% |
| 3M | -18.6% | -54.5% | +35.9% | -18.5% |
| 6M | -45.0% | -26.7% | -18.2% | -47.1% |
| YTD | +16.8% | -91.0% | +107.7% | +19.8% |
| 1Y | +17.8% | -98.0% | +115.8% | +30.5% |
| 3Y | -21.5% | -99.5% | +78.0% | -10.2% |
| 5Y | -29.3% | -99.9% | +70.5% | -1.0% |
| All | -12.1% | -99.9% | +87.7% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling