+37.5%
FCEL vs GTLB
+3.8%
+33.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.5% | -5.5% |
| 7D | -2.8% | -0.7% | -2.1% | -2.9% |
| 30D | -31.6% | -10.2% | -21.4% | -32.4% |
| 3M | -52.4% | +10.1% | -62.5% | -51.0% |
| 6M | -51.4% | +116.5% | -167.9% | -48.7% |
| YTD | +32.4% | +27.2% | +5.2% | +50.9% |
| 1Y | +37.5% | +8.6% | +28.9% | +63.0% |
| All | +37.5% | +3.8% | +33.7% | +63.0% |
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