-99.8%
FCEL vs GSK
+730.2%
-830.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.8% |
| 7D | -2.8% | +1.1% | -4.0% | -3.2% |
| 30D | -31.6% | +6.3% | -38.0% | -33.6% |
| 3M | -52.4% | +1.8% | -54.2% | -53.2% |
| 6M | -51.4% | +1.7% | -53.1% | -52.9% |
| YTD | +32.4% | +6.5% | +25.9% | +23.0% |
| 1Y | +37.5% | +9.5% | +28.0% | +26.2% |
| 3Y | -69.3% | +65.3% | -134.6% | -77.1% |
| 5Y | -97.1% | +43.7% | -140.9% | -97.8% |
| 10Y | -99.1% | +104.1% | -203.3% | -99.4% |
| All | -99.8% | +730.2% | -830.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling