-27.1%
GPN vs FCUV
-99.2%
+72.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.3% |
| 7D | -4.6% | -66.5% | +61.9% | -4.6% |
| 30D | -0.3% | +5.0% | -5.2% | -0.2% |
| 3M | +35.4% | +63.8% | -28.4% | +36.4% |
| 6M | +21.7% | -67.8% | +89.5% | +25.3% |
| YTD | +14.9% | -82.4% | +97.3% | +19.2% |
| 1Y | +3.2% | -94.7% | +97.9% | +8.7% |
| 3Y | -27.1% | -99.3% | +72.1% | -23.4% |
| All | -27.1% | -99.2% | +72.1% | -23.4% |
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