+138.9%
GLD vs FCUV
-99.8%
+238.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -65.2% | +63.5% | -1.8% |
| 7D | +0.7% | -47.9% | +48.7% | +0.7% |
| 30D | +0.3% | +13.7% | -13.3% | +0.5% |
| 3M | +0.6% | +97.0% | -96.4% | +1.7% |
| 6M | -15.6% | -66.1% | +50.5% | -14.5% |
| YTD | +0.9% | -81.8% | +82.6% | +2.2% |
| 1Y | +19.4% | -93.3% | +112.7% | +21.2% |
| 3Y | +124.5% | -99.2% | +223.7% | +128.1% |
| 5Y | +138.9% | -99.9% | +238.8% | +142.0% |
| All | +138.9% | -99.8% | +238.8% | +142.0% |
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