+243.0%
GS vs FCUV
-97.6%
+340.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -13.7% | +13.7% | +0.1% |
| 7D | +0.9% | +62.8% | -61.9% | +0.7% |
| 30D | -1.6% | +66.5% | -68.1% | -1.9% |
| 3M | -4.5% | +459.9% | -464.4% | -6.3% |
| 6M | +20.9% | -12.4% | +33.2% | +21.7% |
| YTD | +19.9% | -47.5% | +67.4% | +21.7% |
| 1Y | +41.4% | -80.5% | +121.9% | +45.5% |
| All | +243.0% | -97.6% | +340.6% | +271.0% |
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 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