+206.1%
GLD vs FCUV
-98.2%
+304.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +136.0% | -135.8% | +0.2% |
| 7D | -4.6% | +148.8% | -153.4% | -4.5% |
| 30D | -5.5% | +95.0% | -100.5% | -5.4% |
| 3M | -10.9% | +27.8% | -38.7% | -10.8% |
| 6M | -17.4% | +121.0% | -138.4% | -17.1% |
| YTD | -10.3% | -78.1% | +67.8% | -9.9% |
| 1Y | -7.2% | -94.3% | +87.1% | -6.8% |
| 3Y | +96.9% | -98.9% | +195.8% | +97.8% |
| 5Y | +103.8% | -99.7% | +203.5% | +104.7% |
| All | +206.1% | -98.2% | +304.4% | +209.6% |
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 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