-99.1%
FCEL vs GNRC
+448.8%
-548.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | -0.2% |
| 7D | +6.3% | -0.2% | +6.5% | +6.8% |
| 30D | -26.7% | -15.7% | -10.9% | -16.6% |
| 3M | -10.2% | -27.3% | +17.2% | +14.4% |
| 6M | +123.5% | -12.1% | +135.5% | +154.4% |
| YTD | +117.4% | +37.1% | +80.3% | +79.8% |
| 1Y | +146.0% | -0.5% | +146.4% | +152.0% |
| 3Y | -61.9% | +61.5% | -123.4% | -73.6% |
| 5Y | -90.5% | -58.6% | -31.9% | -83.9% |
| All | -99.1% | +448.8% | -548.0% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling