-99.1%
FCEL vs GPN
+28.5%
-127.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.3% | -4.3% | +10.6% | +8.7% |
| 30D | -26.7% | 0.0% | -26.7% | -27.8% |
| 3M | -10.2% | +35.8% | -46.0% | -28.4% |
| 6M | +123.5% | +22.0% | +101.5% | +91.4% |
| YTD | +117.4% | +15.2% | +102.2% | +88.1% |
| 1Y | +146.0% | +3.5% | +142.5% | +128.5% |
| 3Y | -61.9% | -26.9% | -35.0% | -57.4% |
| 5Y | -90.5% | -44.2% | -46.3% | -87.7% |
| All | -99.1% | +28.5% | -127.7% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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