-100.0%
FCEL vs GME
+1,082.6%
-1,182.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -15.8% | +7.2% | -23.0% | -17.2% |
| 30D | -29.3% | +0.8% | -30.1% | -29.4% |
| 3M | -30.1% | -14.0% | -16.2% | -27.7% |
| 6M | +74.4% | -19.7% | +94.2% | +82.1% |
| YTD | +104.5% | -4.6% | +109.1% | +104.2% |
| 1Y | +281.4% | -14.3% | +295.7% | +289.5% |
| 3Y | -66.1% | +4.0% | -70.1% | -73.8% |
| 5Y | -91.9% | -62.2% | -29.7% | -92.6% |
| 10Y | -99.2% | +241.4% | -340.6% | -99.9% |
| All | -100.0% | +1,082.6% | -1,182.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling