+173.5%
FCEL vs GTLB
-1.8%
+175.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.1% | -8.0% | -5.7% |
| 7D | +6.3% | -4.1% | +10.3% | +5.9% |
| 30D | -18.8% | +12.3% | -31.1% | -18.0% |
| 3M | -3.8% | +65.9% | -69.7% | -2.9% |
| 6M | +121.1% | +104.0% | +17.2% | +116.7% |
| YTD | +113.3% | +26.0% | +87.2% | +134.6% |
| 1Y | +173.5% | -3.5% | +177.0% | +271.6% |
| All | +173.5% | -1.8% | +175.3% | +271.6% |
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