-60.3%
FCEL vs GH
+378.9%
-439.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.8% | -7.0% |
| 7D | +15.1% | -0.2% | +15.2% | +15.1% |
| 30D | -16.4% | -2.6% | -13.8% | -15.8% |
| 3M | -5.3% | +25.1% | -30.4% | -11.6% |
| 6M | +124.5% | +78.5% | +46.0% | +90.4% |
| YTD | +126.7% | +59.4% | +67.3% | +98.0% |
| 1Y | +219.9% | +173.9% | +46.0% | +133.7% |
| All | -60.3% | +378.9% | -439.2% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 3y: compounded portfolio wealth divided by compounded GH 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…
3y analysis · Full analysis span regression · 6 months rolling