-58.9%
FCEL vs GAP
+113.8%
-172.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.2% | +19.0% | +18.8% |
| 7D | +4.0% | +1.7% | +2.3% | +3.6% |
| 30D | -13.1% | +9.3% | -22.4% | -15.3% |
| 3M | +14.6% | +6.1% | +8.5% | +12.0% |
| 6M | +133.7% | -2.3% | +136.0% | +132.1% |
| YTD | +143.0% | -10.6% | +153.5% | +146.0% |
| 1Y | +320.9% | -4.4% | +325.3% | +315.6% |
| 3Y | -58.9% | +118.3% | -177.2% | -72.2% |
| All | -58.9% | +113.8% | -172.6% | -72.2% |
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 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