+281.4%
FCEL vs GNRC
+6.8%
+274.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | -0.2% |
| 7D | -15.8% | +1.9% | -17.8% | -17.3% |
| 30D | -29.3% | -13.8% | -15.5% | -19.0% |
| 3M | -30.1% | -32.6% | +2.5% | +1.1% |
| 6M | +74.4% | -15.2% | +89.6% | +110.5% |
| YTD | +104.5% | +37.4% | +67.1% | +79.7% |
| 1Y | +281.4% | +5.1% | +276.2% | +319.1% |
| All | +281.4% | +6.8% | +274.6% | +319.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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