+89.7%
GWW vs FCUV
-99.2%
+188.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.7% |
| 7D | -3.4% | -66.5% | +63.1% | -3.1% |
| 30D | -1.9% | +5.0% | -6.9% | -2.1% |
| 3M | -2.4% | +63.8% | -66.2% | -4.1% |
| 6M | +15.7% | -67.8% | +83.6% | +14.6% |
| YTD | +27.6% | -82.4% | +110.0% | +26.8% |
| 1Y | +27.2% | -94.7% | +121.9% | +27.4% |
| 3Y | +89.7% | -99.3% | +188.9% | +106.5% |
| All | +89.7% | -99.2% | +188.9% | +106.5% |
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