+113.3%
GLD vs FCUV
-99.9%
+213.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.6% | -7.3% | -2.7% |
| 7D | +2.8% | -15.3% | +18.1% | +2.8% |
| 30D | -4.0% | -29.7% | +25.8% | -4.0% |
| 3M | -8.2% | -54.5% | +46.3% | -8.2% |
| 6M | -14.8% | -26.7% | +11.9% | -14.0% |
| YTD | -6.8% | -91.0% | +84.2% | -5.6% |
| 1Y | -2.4% | -98.0% | +95.6% | -1.1% |
| 3Y | +105.8% | -99.5% | +205.3% | +109.4% |
| 5Y | +113.3% | -99.9% | +213.2% | +120.6% |
| All | +113.3% | -99.9% | +213.2% | +120.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling