+107.0%
GLDM vs FCUV
-99.7%
+206.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +136.0% | -135.9% | +0.3% |
| 7D | -4.6% | +148.8% | -153.4% | -4.4% |
| 30D | -5.5% | +95.0% | -100.5% | -5.3% |
| 3M | -10.9% | +27.8% | -38.7% | -10.6% |
| 6M | -17.3% | +121.0% | -138.3% | -16.3% |
| YTD | -10.2% | -78.1% | +68.0% | -8.8% |
| 1Y | -6.9% | -94.3% | +87.3% | -5.5% |
| 3Y | +98.7% | -98.9% | +197.6% | +102.4% |
| All | +107.0% | -99.7% | +206.7% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling