-99.1%
FCEL vs GFI
+1,066.8%
-1,166.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.2% |
| 7D | +6.3% | -4.9% | +11.1% | +7.6% |
| 30D | -26.7% | +10.7% | -37.4% | -28.6% |
| 3M | -10.2% | +25.6% | -35.8% | -15.5% |
| 6M | +123.5% | -8.3% | +131.7% | +123.9% |
| YTD | +117.4% | +6.3% | +111.1% | +110.1% |
| 1Y | +146.0% | +22.1% | +123.9% | +128.1% |
| 3Y | -61.9% | +289.2% | -351.1% | -73.9% |
| 5Y | -90.5% | +531.7% | -622.2% | -94.4% |
| All | -99.1% | +1,066.8% | -1,166.0% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling