-54.8%
GTLB vs FCUV
-99.8%
+45.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -3.9% | -0.7% |
| 7D | -5.7% | -66.5% | +60.8% | -4.2% |
| 30D | +15.1% | +5.0% | +10.2% | +13.8% |
| 3M | +65.5% | +63.8% | +1.7% | +49.5% |
| 6M | +102.9% | -67.8% | +170.7% | +96.9% |
| YTD | +25.2% | -82.4% | +107.6% | +25.4% |
| 1Y | -5.5% | -94.7% | +89.2% | +1.1% |
| 3Y | -10.9% | -99.3% | +88.4% | +5.1% |
| All | -54.8% | -99.8% | +45.0% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling