-99.8%
FCEL vs GSK
+713.7%
-813.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.7% |
| 7D | -15.8% | -1.8% | -14.0% | -15.2% |
| 30D | -29.3% | -2.2% | -27.1% | -28.8% |
| 3M | -30.1% | -1.8% | -28.3% | -30.6% |
| 6M | +74.4% | -10.6% | +85.1% | +78.2% |
| YTD | +104.5% | +4.4% | +100.1% | +93.2% |
| 1Y | +281.4% | +30.4% | +251.0% | +227.3% |
| 3Y | -66.1% | +60.1% | -126.2% | -74.2% |
| 5Y | -91.9% | +46.8% | -138.6% | -93.7% |
| 10Y | -99.2% | +79.2% | -178.4% | -99.4% |
| All | -99.8% | +713.7% | -813.4% | -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