+37.5%
FCEL vs GME
+21.5%
+16.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -5.6% |
| 7D | -2.8% | +2.9% | -5.7% | -3.0% |
| 30D | -31.6% | -4.8% | -26.9% | -31.5% |
| 3M | -52.4% | +39.2% | -91.6% | -52.6% |
| 6M | -51.4% | +17.1% | -68.5% | -50.7% |
| YTD | +32.4% | +28.7% | +3.7% | +35.4% |
| 1Y | +37.5% | +23.3% | +14.2% | +31.7% |
| All | +37.5% | +21.5% | +16.0% | +31.7% |
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