-100.0%
FCEL vs GPN
+2,494.6%
-2,594.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.8% | -7.7% | -6.9% |
| 7D | +6.3% | -3.5% | +9.8% | +8.1% |
| 30D | -18.8% | +3.1% | -21.9% | -21.2% |
| 3M | -3.8% | +42.3% | -46.1% | -23.9% |
| 6M | +121.1% | +20.9% | +100.3% | +92.8% |
| YTD | +113.3% | +15.2% | +98.0% | +86.8% |
| 1Y | +173.5% | +5.4% | +168.1% | +153.1% |
| 3Y | -63.9% | -27.4% | -36.5% | -60.1% |
| 5Y | -90.7% | -44.2% | -46.5% | -88.2% |
| 10Y | -99.2% | +27.4% | -126.5% | -99.4% |
| All | -100.0% | +2,494.6% | -2,594.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling