-90.6%
FCEL vs GPN
-44.7%
-45.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +6.3% | -4.6% | +10.9% | +8.7% |
| 30D | -26.7% | -0.3% | -26.4% | -27.6% |
| 3M | -10.2% | +35.4% | -45.6% | -27.9% |
| 6M | +123.5% | +21.7% | +101.8% | +92.2% |
| YTD | +117.4% | +14.9% | +102.5% | +89.2% |
| 1Y | +146.0% | +3.2% | +142.8% | +129.9% |
| 3Y | -61.9% | -27.1% | -34.8% | -56.4% |
| All | -90.6% | -44.7% | -45.9% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling