-100.0%
FCEL vs GRMN
+6,828.2%
-6,928.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.0% |
| 7D | -2.8% | -0.9% | -1.9% | -2.1% |
| 30D | -31.6% | +1.2% | -32.8% | -32.4% |
| 3M | -52.4% | -8.9% | -43.5% | -50.5% |
| 6M | -51.4% | +23.0% | -74.4% | -57.7% |
| YTD | +32.4% | +41.2% | -8.8% | +6.5% |
| 1Y | +37.5% | +47.5% | -10.0% | +8.4% |
| 3Y | -69.3% | +155.8% | -225.0% | -83.4% |
| 5Y | -97.1% | +120.2% | -217.3% | -98.3% |
| 10Y | -99.1% | +629.9% | -729.0% | -99.7% |
| All | -100.0% | +6,828.2% | -6,928.2% | -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