+129.7%
GLDM vs FCUV
-97.6%
+227.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -13.7% | +12.8% | -0.9% |
| 7D | -0.5% | +62.8% | -63.4% | -0.4% |
| 30D | +4.4% | +66.5% | -62.1% | +4.6% |
| 3M | -1.1% | +459.9% | -461.0% | +0.3% |
| 6M | -13.7% | -12.4% | -1.3% | -12.3% |
| YTD | +2.8% | -47.5% | +50.3% | +4.4% |
| 1Y | +24.8% | -80.5% | +105.4% | +27.0% |
| All | +129.7% | -97.6% | +227.3% | +127.4% |
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