+437.1%
GS vs FCUV
-99.3%
+536.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.4% |
| 7D | +5.1% | +2.4% | +2.7% | +5.1% |
| 30D | +2.4% | -25.9% | +28.4% | +2.5% |
| 3M | -11.5% | -44.8% | +33.3% | -11.5% |
| 6M | -2.5% | -3.5% | +1.0% | -4.0% |
| YTD | +5.5% | -90.7% | +96.2% | +4.7% |
| 1Y | +11.0% | -97.9% | +108.9% | +10.9% |
| 3Y | +200.1% | -99.5% | +299.6% | +198.8% |
| 5Y | +154.7% | -99.9% | +254.6% | +154.2% |
| All | +437.1% | -99.3% | +536.3% | +405.2% |
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