+177.4%
GD vs FCEL
-98.9%
+276.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.6% | -6.4% | +2.1% |
| 7D | -3.0% | +3.0% | -6.1% | -3.2% |
| 30D | +9.3% | -40.0% | +49.3% | +10.5% |
| 3M | -7.2% | -47.0% | +39.8% | -6.2% |
| 6M | +5.5% | -21.0% | +26.5% | +4.4% |
| YTD | +9.5% | +48.0% | -38.5% | +6.3% |
| 1Y | +6.4% | +43.9% | -37.4% | +3.2% |
| 3Y | +59.8% | -67.5% | +127.4% | +57.0% |
| 5Y | +98.0% | -96.7% | +194.7% | +102.7% |
| 10Y | +177.4% | -99.0% | +276.4% | +180.5% |
| All | +177.4% | -98.9% | +276.3% | +180.5% |
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