-99.1%
FCEL vs GPC
+79.8%
-178.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.9% | +21.7% | +20.6% |
| 7D | +4.0% | +0.2% | +3.8% | +3.3% |
| 30D | -13.1% | -0.4% | -12.7% | -13.5% |
| 3M | +14.6% | +39.2% | -24.6% | -12.7% |
| 6M | +133.7% | +18.2% | +115.5% | +97.5% |
| YTD | +143.0% | +12.1% | +130.9% | +107.6% |
| 1Y | +320.9% | -0.7% | +321.5% | +293.4% |
| 3Y | -58.9% | -1.7% | -57.2% | -63.4% |
| 5Y | -89.7% | +29.3% | -118.9% | -92.4% |
| 10Y | -99.1% | +80.7% | -179.7% | -99.5% |
| All | -99.1% | +79.8% | -178.9% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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