-99.8%
FCEL vs GAP
+810.4%
-910.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | -15.8% | -4.5% | -11.4% | -14.6% |
| 30D | -29.3% | +9.0% | -38.3% | -32.0% |
| 3M | -30.1% | +5.0% | -35.1% | -32.5% |
| 6M | +74.4% | -17.8% | +92.3% | +81.6% |
| YTD | +104.5% | -10.4% | +114.9% | +106.2% |
| 1Y | +281.4% | -3.4% | +284.8% | +271.8% |
| 3Y | -66.1% | +111.5% | -177.6% | -77.1% |
| 5Y | -91.9% | +8.8% | -100.7% | -93.4% |
| 10Y | -99.2% | +32.9% | -132.1% | -99.5% |
| All | -99.8% | +810.4% | -910.2% | -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