-2.4%
GFS vs FCUV
-99.2%
+96.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -13.7% | +15.2% | +1.7% |
| 7D | +1.0% | +62.8% | -61.8% | +0.5% |
| 30D | -8.6% | +66.5% | -75.1% | -9.3% |
| 3M | -46.5% | +459.9% | -506.5% | -49.7% |
| 6M | -4.8% | -12.4% | +7.5% | -5.3% |
| YTD | +29.7% | -47.5% | +77.2% | +31.4% |
| 1Y | +35.8% | -80.5% | +116.3% | +43.2% |
| 3Y | -18.3% | -97.6% | +79.3% | -6.7% |
| All | -2.4% | -99.2% | +96.7% | +36.3% |
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