-92.7%
FCEL vs GFS
-2.1%
-90.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.6% | -8.0% |
| 7D | +15.1% | +4.5% | +10.6% | +11.5% |
| 30D | -16.4% | -8.2% | -8.2% | -11.0% |
| 3M | -5.3% | -38.9% | +33.6% | +33.0% |
| 6M | +124.5% | -2.9% | +127.4% | +144.6% |
| YTD | +126.7% | +31.8% | +94.9% | +101.4% |
| 1Y | +219.9% | +43.1% | +176.8% | +170.1% |
| 3Y | -61.6% | -20.6% | -41.0% | -55.7% |
| All | -92.7% | -2.1% | -90.6% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling