+399.9%
GH vs FCUV
-99.7%
+499.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -65.2% | +65.0% | +1.1% |
| 7D | -2.1% | -47.9% | +45.8% | -1.8% |
| 30D | -4.5% | +13.7% | -18.1% | -6.0% |
| 3M | +28.9% | +97.0% | -68.1% | +15.3% |
| 6M | +76.5% | -66.1% | +142.6% | +63.6% |
| YTD | +57.6% | -81.8% | +139.4% | +48.9% |
| 1Y | +167.5% | -93.3% | +260.8% | +159.7% |
| 3Y | +377.4% | -99.2% | +476.6% | +364.8% |
| 5Y | +23.8% | -99.9% | +123.7% | +25.3% |
| All | +399.9% | -99.7% | +499.6% | +368.6% |
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