-93.1%
FCEL vs GTLB
-47.1%
-46.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.6% |
| 7D | -15.8% | +11.1% | -26.9% | -19.5% |
| 30D | -29.3% | +37.8% | -67.1% | -37.9% |
| 3M | -30.1% | +61.6% | -91.7% | -42.4% |
| 6M | +74.4% | +98.9% | -24.5% | +27.1% |
| YTD | +104.5% | +32.8% | +71.7% | +72.1% |
| 1Y | +281.4% | +14.7% | +266.7% | +236.7% |
| 3Y | -66.1% | +1.3% | -67.4% | -71.7% |
| All | -93.1% | -47.1% | -46.0% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling