+199.8%
GS vs FCUV
-98.9%
+298.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +136.0% | -135.7% | -0.2% |
| 7D | +5.9% | +148.8% | -142.9% | +5.3% |
| 30D | +4.3% | +95.0% | -90.7% | +3.8% |
| 3M | -11.7% | +27.8% | -39.5% | -12.1% |
| 6M | -3.2% | +121.0% | -124.1% | -5.0% |
| YTD | +5.8% | -78.1% | +83.9% | +7.3% |
| 1Y | +16.0% | -94.3% | +110.3% | +20.4% |
| 3Y | +199.8% | -98.9% | +298.7% | +223.1% |
| All | +199.8% | -98.9% | +298.7% | +223.1% |
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