+37.5%
FCEL vs GAP
-12.4%
+49.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.7% | -5.5% |
| 7D | -2.8% | -1.9% | -0.9% | -2.6% |
| 30D | -31.6% | -7.1% | -24.6% | -30.9% |
| 3M | -52.4% | +4.1% | -56.5% | -52.4% |
| 6M | -51.4% | +1.9% | -53.3% | -49.7% |
| YTD | +32.4% | -15.2% | +47.6% | +41.6% |
| 1Y | +37.5% | -10.6% | +48.1% | +47.1% |
| All | +37.5% | -12.4% | +49.9% | +47.1% |
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