-60.3%
FCEL vs GTLB
-12.2%
-48.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.0% | -6.4% |
| 7D | +15.1% | -6.6% | +21.6% | +16.3% |
| 30D | -16.4% | +13.7% | -30.2% | -19.7% |
| 3M | -5.3% | +52.9% | -58.2% | -15.3% |
| 6M | +124.5% | +88.5% | +36.0% | +83.8% |
| YTD | +126.7% | +23.4% | +103.2% | +110.8% |
| 1Y | +219.9% | -3.8% | +223.7% | +222.2% |
| All | -60.3% | -12.2% | -48.1% | -65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling