-67.5%
FCEL vs GAP
+72.0%
-139.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.1% | -6.1% |
| 7D | +14.8% | -5.2% | +20.0% | +15.9% |
| 30D | -33.9% | -6.9% | -27.0% | -33.0% |
| 3M | -52.7% | +5.7% | -58.4% | -53.4% |
| 6M | -40.0% | +0.9% | -40.9% | -40.2% |
| YTD | +40.2% | -14.5% | +54.7% | +43.1% |
| 1Y | +32.9% | -12.1% | +45.1% | +34.2% |
| All | -67.5% | +72.0% | -139.5% | -70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling