+320.9%
FCEL vs GGLL
+70.5%
+250.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.1% | +18.9% | +18.8% |
| 7D | +4.0% | +1.9% | +2.1% | +3.7% |
| 30D | -13.1% | -9.7% | -3.3% | -11.9% |
| 3M | +14.6% | -18.0% | +32.6% | +18.5% |
| 6M | +133.7% | +15.3% | +118.4% | +127.6% |
| YTD | +143.0% | +2.2% | +140.8% | +135.6% |
| 1Y | +320.9% | +73.1% | +247.8% | +217.7% |
| All | +320.9% | +70.5% | +250.3% | +217.7% |
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