-90.6%
FCEL vs GME
-56.3%
-34.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.9% |
| 7D | +6.3% | +10.4% | -4.1% | +3.1% |
| 30D | -26.7% | +14.1% | -40.8% | -29.5% |
| 3M | -10.2% | -4.6% | -5.5% | -9.2% |
| 6M | +123.5% | -13.5% | +137.0% | +130.3% |
| YTD | +117.4% | +5.3% | +112.0% | +110.1% |
| 1Y | +146.0% | -14.9% | +160.9% | +151.5% |
| 3Y | -61.9% | +24.3% | -86.2% | -76.9% |
| All | -90.6% | -56.3% | -34.2% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling