-99.8%
FCEL vs GPC
+1,687.4%
-1,787.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.3% | +6.3% | +6.9% |
| 7D | +3.0% | +0.8% | +2.2% | +2.5% |
| 30D | -40.0% | -1.1% | -38.9% | -40.0% |
| 3M | -47.0% | -6.6% | -40.4% | -45.2% |
| 6M | -21.0% | +22.2% | -43.3% | -36.0% |
| YTD | +48.0% | +5.1% | +43.0% | +29.6% |
| 1Y | +43.9% | +2.8% | +41.1% | +27.8% |
| 3Y | -67.5% | +2.4% | -69.9% | -72.6% |
| 5Y | -96.7% | +7.8% | -104.4% | -97.3% |
| 10Y | -99.0% | +87.2% | -186.3% | -99.5% |
| All | -99.8% | +1,687.4% | -1,787.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling