+219.4%
GLDM vs FCUV
-99.8%
+319.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.8% |
| 7D | +4.7% | -13.0% | +17.6% | +4.6% |
| 30D | -0.9% | -36.9% | +36.0% | -0.9% |
| 3M | -4.3% | -65.3% | +61.0% | -4.3% |
| 6M | -13.4% | -32.9% | +19.5% | -12.9% |
| YTD | -5.8% | -91.2% | +85.4% | -5.1% |
| 1Y | +2.1% | -98.2% | +100.3% | +3.0% |
| 3Y | +105.0% | -99.6% | +204.6% | +106.9% |
| 5Y | +122.5% | -99.9% | +222.4% | +124.8% |
| All | +219.4% | -99.8% | +319.2% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling