+42.4%
FCEL vs GFI
+6.9%
+35.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.3% | -12.3% | -8.2% |
| 7D | -14.9% | +1.4% | -16.3% | -15.5% |
| 30D | -41.7% | +3.0% | -44.6% | -42.2% |
| 3M | -53.2% | +10.2% | -63.3% | -54.8% |
| 6M | -19.0% | -10.1% | -9.0% | -18.1% |
| YTD | +44.2% | -11.4% | +55.6% | +43.9% |
| 1Y | +42.4% | +8.4% | +34.0% | +26.2% |
| All | +42.4% | +6.9% | +35.5% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling