+262.9%
FCEL vs GLXY
+12.0%
+250.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.3% |
| 7D | -15.8% | +13.4% | -29.3% | -22.1% |
| 30D | -29.3% | +38.1% | -67.4% | -42.0% |
| 3M | -30.1% | -7.3% | -22.8% | -29.1% |
| 6M | +74.4% | +8.2% | +66.3% | +61.5% |
| YTD | +104.5% | +17.8% | +86.8% | +72.8% |
| 1Y | +281.4% | +14.9% | +266.4% | +222.0% |
| All | +262.9% | +12.0% | +250.8% | +207.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling