+159.7%
GILD vs FCUV
-98.6%
+258.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.0% | -0.7% |
| 7D | -4.8% | -66.5% | +61.6% | -4.9% |
| 30D | +5.8% | +5.0% | +0.8% | +5.9% |
| 3M | +14.9% | +63.8% | -48.9% | +15.9% |
| 6M | -0.4% | -67.8% | +67.5% | +0.3% |
| YTD | +18.5% | -82.4% | +100.9% | +19.3% |
| 1Y | +25.1% | -94.7% | +119.9% | +25.7% |
| 3Y | +105.9% | -99.3% | +205.1% | +107.0% |
| 5Y | +143.0% | -99.9% | +242.8% | +143.8% |
| All | +159.7% | -98.6% | +258.3% | +175.1% |
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