+213.0%
GLDM vs FCUV
-99.8%
+312.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -1.2% |
| 7D | -2.0% | -4.7% | +2.7% | -2.0% |
| 30D | -4.4% | -23.2% | +18.7% | -4.5% |
| 3M | -8.8% | -49.2% | +40.3% | -8.8% |
| 6M | -15.9% | -9.2% | -6.7% | -15.4% |
| YTD | -7.7% | -90.6% | +82.9% | -7.0% |
| 1Y | -3.6% | -97.9% | +94.3% | -2.7% |
| 3Y | +105.2% | -99.5% | +204.8% | +107.1% |
| 5Y | +112.8% | -99.9% | +212.6% | +115.1% |
| All | +213.0% | -99.8% | +312.9% | +206.9% |
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