-99.9%
FCEL vs GNRC
+2,077.0%
-2,176.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.7% | -5.4% |
| 7D | +15.1% | +3.2% | +11.9% | +13.0% |
| 30D | -16.4% | -9.5% | -6.9% | -10.6% |
| 3M | -5.3% | -28.5% | +23.3% | +18.8% |
| 6M | +124.5% | -10.0% | +134.5% | +148.7% |
| YTD | +126.7% | +36.7% | +89.9% | +92.9% |
| 1Y | +219.9% | +2.6% | +217.3% | +223.3% |
| 3Y | -61.6% | +61.9% | -123.5% | -71.8% |
| 5Y | -90.5% | -59.0% | -31.5% | -85.0% |
| 10Y | -99.1% | +444.8% | -543.9% | -99.6% |
| All | -99.9% | +2,077.0% | -2,176.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling