-99.2%
FCEL vs GRMN
+646.1%
-745.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +6.3% | -1.8% | +8.1% | +7.8% |
| 30D | -18.8% | -12.1% | -6.7% | -10.2% |
| 3M | -3.8% | +18.0% | -21.8% | -19.4% |
| 6M | +121.1% | +13.7% | +107.4% | +93.6% |
| YTD | +113.3% | +35.3% | +78.0% | +60.4% |
| 1Y | +173.5% | +17.2% | +156.3% | +130.4% |
| 3Y | -63.9% | +179.6% | -243.5% | -89.4% |
| 5Y | -90.7% | +75.6% | -166.2% | -95.5% |
| All | -99.2% | +646.1% | -745.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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