-65.9%
FCEL vs GPC
+0.9%
-66.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | -15.8% | +1.2% | -17.0% | -16.2% |
| 30D | -29.3% | +6.0% | -35.2% | -30.6% |
| 3M | -30.1% | +42.6% | -72.8% | -40.4% |
| 6M | +74.4% | +22.8% | +51.7% | +56.8% |
| YTD | +104.5% | +15.5% | +89.1% | +84.3% |
| 1Y | +281.4% | +2.0% | +279.3% | +266.5% |
| All | -65.9% | +0.9% | -66.7% | -70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling