+526.0%
GLW vs FCUV
-98.2%
+624.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +136.0% | -140.3% | -4.5% |
| 7D | +7.7% | +148.8% | -141.0% | +7.6% |
| 30D | -18.8% | +95.0% | -113.9% | -18.9% |
| 3M | -27.7% | +27.8% | -55.5% | -27.9% |
| 6M | -44.4% | +121.0% | -165.4% | -45.1% |
| YTD | +31.3% | -78.1% | +109.4% | +30.2% |
| 1Y | +40.0% | -94.3% | +134.3% | +39.4% |
| 3Y | +339.2% | -98.9% | +438.2% | +336.6% |
| 5Y | +229.2% | -99.7% | +328.9% | +227.5% |
| All | +526.0% | -98.2% | +624.2% | +517.1% |
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 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