-99.2%
FCEL vs GME
+271.8%
-370.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.5% | -8.4% | -6.4% |
| 7D | +6.3% | +6.0% | +0.2% | +4.9% |
| 30D | -18.8% | +8.3% | -27.1% | -20.2% |
| 3M | -3.8% | -9.1% | +5.2% | -2.2% |
| 6M | +121.1% | -16.3% | +137.5% | +127.2% |
| YTD | +113.3% | +1.5% | +111.7% | +110.2% |
| 1Y | +173.5% | -16.3% | +189.8% | +178.9% |
| 3Y | -63.9% | +15.1% | -79.0% | -71.1% |
| 5Y | -90.7% | -57.2% | -33.5% | -91.5% |
| All | -99.2% | +271.8% | -370.9% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling