-91.0%
FCEL vs GGLL
+195.8%
-286.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.5% | +6.1% | +8.0% |
| 7D | +3.0% | +6.3% | -3.3% | +1.5% |
| 30D | -40.0% | -35.1% | -4.9% | -33.5% |
| 3M | -47.0% | -37.7% | -9.4% | -40.9% |
| 6M | -21.0% | -54.1% | +33.1% | -5.8% |
| YTD | +48.0% | -29.4% | +77.4% | +53.0% |
| 1Y | +43.9% | -13.4% | +57.3% | +38.0% |
| 3Y | -67.5% | +158.3% | -225.8% | -80.6% |
| All | -91.0% | +195.8% | -286.8% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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