+146.0%
FCEL vs GFS
+47.5%
+98.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.2% | 0.0% |
| 7D | +6.3% | +3.8% | +2.4% | +2.5% |
| 30D | -26.7% | -11.7% | -15.0% | -17.8% |
| 3M | -10.2% | -41.8% | +31.6% | +41.6% |
| 6M | +123.5% | +6.6% | +116.8% | +151.2% |
| YTD | +117.4% | +34.6% | +82.7% | +102.8% |
| 1Y | +146.0% | +46.2% | +99.8% | +132.7% |
| All | +146.0% | +47.5% | +98.4% | +132.7% |
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