+225.3%
GLDM vs FCUV
-99.8%
+325.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +1.9% |
| 7D | +5.0% | -15.4% | +20.4% | +5.0% |
| 30D | -1.3% | -32.9% | +31.6% | -1.3% |
| 3M | -4.7% | -46.2% | +41.5% | -4.7% |
| 6M | -12.4% | -30.0% | +17.6% | -11.9% |
| YTD | -4.1% | -91.4% | +87.3% | -3.3% |
| 1Y | +3.3% | -98.1% | +101.4% | +4.2% |
| 3Y | +110.9% | -99.6% | +210.5% | +112.9% |
| 5Y | +124.8% | -99.9% | +224.7% | +127.1% |
| All | +225.3% | -99.8% | +325.2% | +219.0% |
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 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