-97.0%
FCEL vs GME
-49.3%
-47.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.7% | -6.5% |
| 7D | +14.8% | +6.0% | +8.8% | +13.1% |
| 30D | -33.9% | -5.9% | -28.0% | -32.6% |
| 3M | -52.7% | +38.2% | -90.9% | -56.8% |
| 6M | -40.0% | +14.5% | -54.6% | -42.6% |
| YTD | +40.2% | +27.6% | +12.6% | +28.7% |
| 1Y | +32.9% | +19.9% | +13.0% | +23.7% |
| 3Y | -66.8% | +104.3% | -171.1% | -82.8% |
| 5Y | -97.0% | -49.3% | -47.7% | -97.8% |
| All | -97.0% | -49.3% | -47.7% | -97.8% |
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 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