+98.4%
GLDM vs FCUV
-99.5%
+197.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.8% |
| 7D | -5.5% | +2.4% | -7.9% | -5.5% |
| 30D | -7.0% | -25.9% | +18.9% | -7.0% |
| 3M | -12.3% | -44.8% | +32.5% | -12.2% |
| 6M | -17.9% | -3.5% | -14.4% | -17.0% |
| YTD | -10.3% | -90.7% | +80.5% | -9.0% |
| 1Y | -7.8% | -97.9% | +90.1% | -6.6% |
| All | +98.4% | -99.5% | +197.9% | +103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling