-54.6%
GTLB vs FCUV
-99.7%
+45.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -65.2% | +59.9% | -3.9% |
| 7D | +4.6% | -47.9% | +52.5% | +5.1% |
| 30D | +21.0% | +13.7% | +7.3% | +19.4% |
| 3M | +51.7% | +97.0% | -45.3% | +35.5% |
| 6M | +89.3% | -66.1% | +155.4% | +82.2% |
| YTD | +25.6% | -81.8% | +107.4% | +25.8% |
| 1Y | -1.5% | -93.3% | +91.7% | +3.5% |
| 3Y | -9.9% | -99.2% | +89.3% | +5.8% |
| All | -54.6% | -99.7% | +45.1% | -33.2% |
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