-90.5%
FCEL vs GH
+24.4%
-115.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.8% | -7.2% |
| 7D | +15.1% | -0.2% | +15.2% | +15.1% |
| 30D | -16.4% | -2.6% | -13.8% | -15.6% |
| 3M | -5.3% | +25.1% | -30.4% | -14.5% |
| 6M | +124.5% | +78.5% | +46.0% | +74.8% |
| YTD | +126.7% | +59.4% | +67.3% | +84.6% |
| 1Y | +219.9% | +173.9% | +46.0% | +97.2% |
| 3Y | -61.6% | +382.7% | -444.4% | -84.3% |
| 5Y | -90.5% | +24.4% | -114.9% | -92.5% |
| All | -90.5% | +24.4% | -115.0% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling