-60.3%
FCEL vs GSK
+48.7%
-109.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -6.7% |
| 7D | +15.1% | -3.6% | +18.7% | +14.5% |
| 30D | -16.4% | -5.9% | -10.5% | -17.0% |
| 3M | -5.3% | -4.3% | -1.0% | -5.7% |
| 6M | +124.5% | -10.8% | +135.3% | +123.7% |
| YTD | +126.7% | +1.8% | +124.9% | +118.7% |
| 1Y | +219.9% | +23.5% | +196.4% | +192.8% |
| All | -60.3% | +48.7% | -109.0% | -69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling