-99.8%
FCEL vs GAP
+768.9%
-868.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.1% | -6.0% |
| 7D | +14.8% | -5.2% | +20.0% | +16.6% |
| 30D | -33.9% | -6.9% | -27.0% | -32.5% |
| 3M | -52.7% | +5.7% | -58.4% | -54.0% |
| 6M | -40.0% | +0.9% | -40.9% | -41.1% |
| YTD | +40.2% | -14.5% | +54.7% | +43.2% |
| 1Y | +32.9% | -12.1% | +45.1% | +33.7% |
| 3Y | -66.8% | +72.2% | -139.0% | -76.0% |
| 5Y | -97.0% | +4.5% | -101.5% | -97.5% |
| 10Y | -99.1% | +3.3% | -102.4% | -99.4% |
| All | -99.8% | +768.9% | -868.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling