-10.3%
GTLB vs FCUV
-99.2%
+88.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.1% |
| 7D | -4.1% | -72.0% | +67.9% | -2.8% |
| 30D | +12.3% | -8.0% | +20.3% | +11.8% |
| 3M | +65.9% | +66.3% | -0.4% | +55.4% |
| 6M | +104.0% | -75.3% | +179.3% | +102.1% |
| YTD | +26.0% | -83.0% | +109.0% | +26.2% |
| 1Y | -3.5% | -94.7% | +91.2% | +0.3% |
| All | -10.3% | -99.2% | +88.9% | -2.6% |
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 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