+165.2%
GD vs FCEL
-99.1%
+264.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.2% |
| 7D | +2.7% | -2.8% | +5.5% | +2.7% |
| 30D | +8.6% | -31.6% | +40.2% | +9.4% |
| 3M | -7.1% | -52.4% | +45.3% | -5.8% |
| 6M | +7.5% | -51.4% | +58.9% | +7.8% |
| YTD | +9.9% | +32.4% | -22.5% | +6.9% |
| 1Y | +7.6% | +37.5% | -29.9% | +4.4% |
| 3Y | +56.2% | -69.3% | +125.5% | +53.6% |
| 5Y | +100.6% | -97.1% | +197.8% | +106.2% |
| All | +165.2% | -99.1% | +264.3% | +169.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling