-99.1%
FCEL vs GSK
+103.9%
-203.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.4% |
| 7D | +14.8% | +0.5% | +14.3% | +14.7% |
| 30D | -33.9% | +9.4% | -43.3% | -35.7% |
| 3M | -52.7% | +1.6% | -54.3% | -53.2% |
| 6M | -40.0% | +1.3% | -41.3% | -41.3% |
| YTD | +40.2% | +6.0% | +34.2% | +31.0% |
| 1Y | +32.9% | +9.1% | +23.9% | +22.4% |
| 3Y | -66.8% | +65.4% | -132.2% | -76.2% |
| 5Y | -97.0% | +43.0% | -139.9% | -97.7% |
| All | -99.1% | +103.9% | -203.0% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling