+188.9%
GS vs FCUV
-99.8%
+288.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -65.2% | +65.0% | +0.3% |
| 7D | +3.4% | -47.9% | +51.3% | +3.5% |
| 30D | +0.2% | +13.7% | -13.5% | -0.3% |
| 3M | -0.3% | +97.0% | -97.3% | -3.6% |
| 6M | +27.4% | -66.1% | +93.5% | +27.3% |
| YTD | +19.6% | -81.8% | +101.4% | +21.5% |
| 1Y | +42.5% | -93.3% | +135.8% | +47.6% |
| 3Y | +240.4% | -99.2% | +339.7% | +266.7% |
| 5Y | +188.9% | -99.9% | +288.8% | +229.5% |
| All | +188.9% | -99.8% | +288.8% | +229.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling