+388.8%
GH vs FCUV
-99.7%
+488.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -1.1% |
| 7D | -2.5% | -66.5% | +64.0% | -1.1% |
| 30D | -4.7% | +5.0% | -9.7% | -6.0% |
| 3M | +20.2% | +63.8% | -43.6% | +8.1% |
| 6M | +78.8% | -67.8% | +146.6% | +66.2% |
| YTD | +54.1% | -82.4% | +136.5% | +45.7% |
| 1Y | +177.1% | -94.7% | +271.8% | +171.3% |
| 3Y | +371.6% | -99.3% | +470.9% | +359.8% |
| 5Y | +21.9% | -99.9% | +121.8% | +23.4% |
| All | +388.8% | -99.7% | +488.5% | +358.4% |
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