-90.7%
FCEL vs GAP
+3.0%
-93.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -5.2% |
| 7D | +6.3% | -6.3% | +12.6% | +8.9% |
| 30D | -18.8% | -0.2% | -18.6% | -19.5% |
| 3M | -3.8% | 0.0% | -3.8% | -5.8% |
| 6M | +121.1% | -8.1% | +129.2% | +122.5% |
| YTD | +113.3% | -16.5% | +129.7% | +121.1% |
| 1Y | +173.5% | -10.5% | +184.0% | +172.8% |
| 3Y | -63.9% | +104.0% | -167.9% | -79.5% |
| 5Y | -90.7% | +6.8% | -97.4% | -94.1% |
| All | -90.7% | +3.0% | -93.7% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling