+87.9%
GSK vs FCUV
-95.6%
+183.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -65.2% | +62.5% | -2.7% |
| 7D | -4.2% | -47.9% | +43.7% | -4.2% |
| 30D | -7.5% | +13.7% | -21.2% | -7.5% |
| 3M | -3.3% | +97.0% | -100.3% | -3.2% |
| 6M | -9.3% | -66.1% | +56.8% | -9.3% |
| YTD | +1.6% | -81.8% | +83.4% | +1.7% |
| 1Y | +25.5% | -93.3% | +118.8% | +25.6% |
| 3Y | +49.3% | -99.2% | +148.5% | +49.5% |
| 5Y | +46.7% | -99.9% | +146.5% | +46.9% |
| 10Y | +76.8% | -98.5% | +175.3% | +77.9% |
| All | +87.9% | -95.6% | +183.5% | +93.1% |
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 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