+124.7%
GPN vs FCUV
-95.9%
+220.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | -3.5% | -72.0% | +68.5% | -3.5% |
| 30D | +3.1% | -8.0% | +11.1% | +3.1% |
| 3M | +42.3% | +66.3% | -24.0% | +42.3% |
| 6M | +20.9% | -75.3% | +96.2% | +21.2% |
| YTD | +15.2% | -83.0% | +98.2% | +15.6% |
| 1Y | +5.4% | -94.7% | +100.1% | +5.9% |
| 3Y | -27.4% | -99.3% | +71.9% | -27.1% |
| 5Y | -44.2% | -99.9% | +55.7% | -44.0% |
| 10Y | +27.4% | -98.6% | +126.0% | +31.0% |
| All | +124.7% | -95.9% | +220.6% | +134.0% |
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