+223.9%
GLD vs FCUV
-97.8%
+321.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.6% |
| YTD | -6.8% | -91.0% | +84.2% | -6.5% |
| 1Y | -2.4% | -98.0% | +95.6% | -2.1% |
| 3Y | +105.8% | -99.5% | +205.3% | +106.5% |
| 5Y | +113.3% | -99.9% | +213.2% | +114.1% |
| 10Y | +208.4% | -99.3% | +307.7% | +210.3% |
| All | +223.9% | -97.8% | +321.7% | +224.6% |
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