+13.4%
GD vs FCEL
+269.1%
-255.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.8% |
| 7D | -5.3% | -15.8% | +10.6% | -4.8% |
| 30D | -6.4% | -29.3% | +22.9% | -5.6% |
| 3M | +5.7% | -30.1% | +35.8% | +5.3% |
| 6M | -0.9% | +74.4% | -75.4% | -7.2% |
| YTD | +8.2% | +104.5% | -96.4% | +0.4% |
| 1Y | +13.4% | +281.4% | -268.0% | +7.9% |
| All | +13.4% | +269.1% | -255.7% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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