-67.5%
FCEL vs GME
+105.0%
-172.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.7% | -6.4% |
| 7D | +14.8% | +6.0% | +8.8% | +13.7% |
| 30D | -33.9% | -5.9% | -28.0% | -33.0% |
| 3M | -52.7% | +38.2% | -90.9% | -55.5% |
| 6M | -40.0% | +14.5% | -54.6% | -41.7% |
| YTD | +40.2% | +27.6% | +12.6% | +32.5% |
| 1Y | +32.9% | +19.9% | +13.0% | +26.8% |
| All | -67.5% | +105.0% | -172.4% | -77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling