-93.1%
FCEL vs GFS
-2.1%
-91.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +6.3% | +3.2% | +3.1% | +3.9% |
| 30D | -18.8% | -9.6% | -9.2% | -12.6% |
| 3M | -3.8% | -38.5% | +34.7% | +34.5% |
| 6M | +121.1% | -1.3% | +122.4% | +138.5% |
| YTD | +113.3% | +31.8% | +81.5% | +89.4% |
| 1Y | +173.5% | +44.6% | +129.0% | +129.8% |
| 3Y | -63.9% | -20.6% | -43.3% | -58.3% |
| All | -93.1% | -2.1% | -91.0% | -92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling