+42.4%
FCEL vs GFS
+15.5%
+27.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.9% | 0.0% | -0.4% |
| 7D | -14.9% | -12.5% | -2.3% | -3.4% |
| 30D | -41.7% | -16.9% | -24.7% | -30.8% |
| 3M | -53.2% | -22.3% | -30.9% | -41.0% |
| 6M | -19.0% | -40.2% | +21.2% | +30.9% |
| YTD | +44.2% | +16.0% | +28.2% | +45.8% |
| 1Y | +42.4% | +17.7% | +24.8% | +34.0% |
| All | +42.4% | +15.5% | +27.0% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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