+39.1%
FCEL vs GGLL
-19.1%
+58.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.9% |
| 7D | -8.3% | +5.1% | -13.4% | -8.7% |
| 30D | -43.0% | -35.5% | -7.5% | -40.3% |
| 3M | -48.2% | -39.2% | -9.0% | -45.5% |
| 6M | -25.0% | -54.4% | +29.4% | -21.2% |
| YTD | +40.6% | -29.8% | +70.5% | +45.1% |
| All | +39.1% | -19.1% | +58.2% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling