+42.4%
FCEL vs GAP
+10.4%
+32.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.0% | -14.0% | -7.1% |
| 7D | -14.9% | +8.0% | -22.8% | -15.9% |
| 30D | -41.7% | +2.7% | -44.4% | -41.8% |
| 3M | -53.2% | +16.0% | -69.2% | -54.3% |
| 6M | -19.0% | +2.0% | -21.1% | -18.0% |
| YTD | +44.2% | -4.4% | +48.6% | +48.3% |
| 1Y | +42.4% | +9.2% | +33.2% | +31.2% |
| All | +42.4% | +10.4% | +32.0% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling