+42.5%
GS vs FCUV
-93.2%
+135.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -65.2% | +65.0% | -0.1% |
| 7D | +3.4% | -47.9% | +51.3% | +3.4% |
| 30D | +0.2% | +13.7% | -13.5% | +0.2% |
| 3M | -0.3% | +97.0% | -97.3% | -0.2% |
| 6M | +27.4% | -66.1% | +93.5% | +31.8% |
| YTD | +19.6% | -81.8% | +101.4% | +26.7% |
| 1Y | +42.5% | -93.3% | +135.8% | +54.8% |
| All | +42.5% | -93.2% | +135.7% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling