-95.3%
FCEL vs GTLB
-49.8%
-45.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.4% |
| 7D | +14.8% | -3.5% | +18.3% | +16.0% |
| 30D | -33.9% | -9.0% | -24.9% | -31.6% |
| 3M | -52.7% | +15.9% | -68.6% | -55.9% |
| 6M | -40.0% | +104.9% | -144.9% | -56.0% |
| YTD | +40.2% | +26.0% | +14.2% | +19.6% |
| 1Y | +32.9% | +1.8% | +31.2% | +23.0% |
| 3Y | -66.8% | +6.0% | -72.8% | -73.0% |
| 5Y | -97.0% | -62.2% | -34.8% | -97.2% |
| All | -95.3% | -49.8% | -45.4% | -95.6% |
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