+281.4%
FCEL vs GTLB
+14.4%
+266.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +2.0% |
| 7D | -15.8% | +11.1% | -26.9% | -15.1% |
| 30D | -29.3% | +37.8% | -67.1% | -28.7% |
| 3M | -30.1% | +61.6% | -91.7% | -30.0% |
| 6M | +74.4% | +98.9% | -24.5% | +73.2% |
| YTD | +104.5% | +32.8% | +71.7% | +126.9% |
| 1Y | +281.4% | +14.7% | +266.7% | +394.1% |
| All | +281.4% | +14.4% | +266.9% | +394.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling