-99.8%
FCEL vs GPC
+1,864.2%
-1,964.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.1% |
| 7D | -15.8% | +1.2% | -17.0% | -16.7% |
| 30D | -29.3% | +6.0% | -35.2% | -32.6% |
| 3M | -30.1% | +42.6% | -72.8% | -49.0% |
| 6M | +74.4% | +22.8% | +51.7% | +41.1% |
| YTD | +104.5% | +15.5% | +89.1% | +69.0% |
| 1Y | +281.4% | +2.0% | +279.3% | +246.7% |
| 3Y | -66.1% | -1.4% | -64.7% | -70.1% |
| 5Y | -91.9% | +30.6% | -122.5% | -94.2% |
| 10Y | -99.2% | +80.6% | -179.8% | -99.6% |
| All | -99.8% | +1,864.2% | -1,964.0% | -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