+42.4%
FCEL vs GSK
+14.9%
+27.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.0% | -11.0% | -0.2% |
| 7D | -14.9% | +4.9% | -19.8% | -9.5% |
| 30D | -41.7% | +9.9% | -51.6% | -34.0% |
| 3M | -53.2% | +0.2% | -53.3% | -51.7% |
| 6M | -19.0% | +2.3% | -21.4% | -12.4% |
| YTD | +44.2% | +7.1% | +37.1% | +58.0% |
| 1Y | +42.4% | +13.1% | +29.3% | +52.0% |
| All | +42.4% | +14.9% | +27.5% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling