-90.5%
FCEL vs GSK
+47.3%
-137.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -6.7% |
| 7D | +15.1% | -3.6% | +18.7% | +14.9% |
| 30D | -16.4% | -5.9% | -10.5% | -16.5% |
| 3M | -5.3% | -4.3% | -1.0% | -5.5% |
| 6M | +124.5% | -10.8% | +135.3% | +124.8% |
| YTD | +126.7% | +1.8% | +124.9% | +120.3% |
| 1Y | +219.9% | +23.5% | +196.4% | +197.7% |
| 3Y | -61.6% | +49.5% | -111.2% | -66.6% |
| 5Y | -90.5% | +49.7% | -140.2% | -91.7% |
| All | -90.5% | +47.3% | -137.8% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling