-100.0%
FCEL vs GRMN
+6,655.2%
-6,755.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -15.8% | -2.9% | -13.0% | -14.5% |
| 30D | -29.3% | -8.4% | -20.8% | -25.8% |
| 3M | -30.1% | +15.0% | -45.1% | -36.6% |
| 6M | +74.4% | +11.2% | +63.2% | +62.1% |
| YTD | +104.5% | +37.7% | +66.8% | +68.6% |
| 1Y | +281.4% | +18.5% | +262.9% | +240.4% |
| 3Y | -66.1% | +175.8% | -241.9% | -82.4% |
| 5Y | -91.9% | +75.1% | -167.0% | -94.4% |
| 10Y | -99.2% | +637.0% | -736.2% | -99.7% |
| All | -100.0% | +6,655.2% | -6,755.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling