-95.5%
FCEL vs GTLB
-49.4%
-46.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.5% | -5.9% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | -31.6% | -10.2% | -21.4% | -28.9% |
| 3M | -52.4% | +10.1% | -62.5% | -54.7% |
| 6M | -51.4% | +116.5% | -167.9% | -65.0% |
| YTD | +32.4% | +27.2% | +5.2% | +12.5% |
| 1Y | +37.5% | +8.6% | +28.9% | +23.9% |
| 3Y | -69.3% | +5.6% | -74.8% | -74.9% |
| 5Y | -97.1% | -61.8% | -35.3% | -97.3% |
| All | -95.5% | -49.4% | -46.2% | -95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling