-99.7%
FCEL vs GFI
+881.5%
-981.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.7% |
| 7D | +15.1% | +4.7% | +10.4% | +14.3% |
| 30D | -16.4% | +14.4% | -30.9% | -18.0% |
| 3M | -5.3% | +32.5% | -37.8% | -9.0% |
| 6M | +124.5% | -7.2% | +131.7% | +124.7% |
| YTD | +126.7% | +10.9% | +115.8% | +121.6% |
| 1Y | +219.9% | +35.5% | +184.4% | +203.7% |
| 3Y | -61.6% | +312.1% | -373.8% | -68.9% |
| 5Y | -90.5% | +524.6% | -615.1% | -92.8% |
| 10Y | -99.1% | +1,092.7% | -1,191.8% | -99.4% |
| All | -99.7% | +881.5% | -981.3% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling