+302.2%
FCEL vs GLXY
+7.0%
+295.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.0% | +0.3% | -2.9% |
| 7D | +15.1% | +4.5% | +10.5% | +12.3% |
| 30D | -16.4% | +28.8% | -45.3% | -28.6% |
| 3M | -5.3% | -23.0% | +17.8% | +6.7% |
| 6M | +124.5% | +17.0% | +107.5% | +100.9% |
| YTD | +126.7% | +12.5% | +114.2% | +97.0% |
| 1Y | +219.9% | -5.4% | +225.3% | +198.2% |
| All | +302.2% | +7.0% | +295.2% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling