-97.0%
FCEL vs GPC
+4.3%
-101.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.8% |
| 7D | -2.8% | +0.4% | -3.3% | -2.9% |
| 30D | -31.6% | -6.3% | -25.3% | -29.6% |
| 3M | -52.4% | -8.2% | -44.2% | -50.8% |
| 6M | -51.4% | +27.1% | -78.5% | -60.0% |
| YTD | +32.4% | +3.1% | +29.3% | +18.9% |
| 1Y | +37.5% | +0.1% | +37.4% | +26.1% |
| 3Y | -69.3% | +0.2% | -69.5% | -74.3% |
| All | -97.0% | +4.3% | -101.3% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling