-87.5%
FCEL vs GGLL
+328.7%
-416.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.5% |
| 7D | -15.8% | -4.8% | -11.0% | -14.8% |
| 30D | -29.3% | -13.7% | -15.6% | -26.8% |
| 3M | -30.1% | -21.9% | -8.3% | -26.2% |
| 6M | +74.4% | +11.7% | +62.8% | +63.7% |
| YTD | +104.5% | +2.3% | +102.2% | +94.1% |
| 1Y | +281.4% | +76.2% | +205.2% | +202.2% |
| 3Y | -66.1% | +245.0% | -311.1% | -80.9% |
| All | -87.5% | +328.7% | -416.2% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling