+42.4%
FCEL vs GME
+15.0%
+27.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.6% | -9.6% | -6.1% |
| 7D | -14.9% | +7.8% | -22.6% | -15.2% |
| 30D | -41.7% | -0.4% | -41.3% | -41.4% |
| 3M | -53.2% | +30.9% | -84.0% | -53.6% |
| 6M | -19.0% | +5.5% | -24.5% | -18.1% |
| YTD | +44.2% | +25.2% | +19.0% | +41.2% |
| 1Y | +42.4% | +14.4% | +28.1% | +32.2% |
| All | +42.4% | +15.0% | +27.5% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling