-96.1%
FCEL vs GH
+481.7%
-577.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -15.8% | -0.1% | -15.8% | -15.8% |
| 30D | -29.3% | -1.1% | -28.2% | -29.1% |
| 3M | -30.1% | +21.3% | -51.4% | -34.8% |
| 6M | +74.4% | +73.5% | +0.9% | +43.2% |
| YTD | +104.5% | +58.0% | +46.5% | +73.1% |
| 1Y | +281.4% | +163.1% | +118.3% | +159.8% |
| 3Y | -66.1% | +361.0% | -427.1% | -83.1% |
| 5Y | -91.9% | +22.5% | -114.4% | -94.4% |
| All | -96.1% | +481.7% | -577.8% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling