+476.9%
GS vs FCUV
-97.9%
+574.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.4% |
| 7D | -3.2% | -13.0% | +9.8% | -3.2% |
| 30D | -2.4% | -36.9% | +34.5% | -2.3% |
| 3M | -15.7% | -65.3% | +49.6% | -15.6% |
| 6M | -6.8% | -32.9% | +26.1% | -7.8% |
| YTD | -0.1% | -91.2% | +91.2% | -0.7% |
| 1Y | +12.1% | -98.2% | +110.3% | +12.0% |
| 3Y | +185.8% | -99.6% | +285.4% | +184.8% |
| 5Y | +140.1% | -99.9% | +240.0% | +139.6% |
| 10Y | +505.2% | -99.3% | +604.5% | +491.5% |
| All | +476.9% | -97.9% | +574.7% | +468.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling