+42.4%
FCEL vs GTLB
+6.1%
+36.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | -14.9% | -9.7% | -5.2% | -16.0% |
| 30D | -41.7% | +1.7% | -43.4% | -41.3% |
| 3M | -53.2% | +43.6% | -96.7% | -50.9% |
| 6M | -19.0% | +113.0% | -132.0% | -14.4% |
| YTD | +44.2% | +39.5% | +4.6% | +66.0% |
| 1Y | +42.4% | +12.6% | +29.8% | +76.4% |
| All | +42.4% | +6.1% | +36.3% | +76.4% |
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