-36.9%
GLXY vs FCUV
-95.9%
+59.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +136.0% | -141.3% | -5.3% |
| 7D | +5.3% | +148.8% | -143.5% | +5.2% |
| 30D | -19.8% | +95.0% | -114.8% | -19.8% |
| 3M | -31.4% | +27.8% | -59.2% | -31.3% |
| 6M | -53.3% | +121.0% | -174.3% | -53.1% |
| YTD | -35.7% | -78.1% | +42.5% | -23.4% |
| 1Y | -47.2% | -94.3% | +47.0% | -29.1% |
| All | -36.9% | -95.9% | +59.0% | -21.6% |
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