+54.9%
GD vs FCEL
-77.1%
+132.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -15.3% | +12.9% | -2.1% |
| 7D | -3.9% | -26.7% | +22.8% | -3.5% |
| 30D | +8.1% | -56.8% | +64.8% | +9.2% |
| 3M | -6.8% | -57.8% | +51.0% | -5.9% |
| 6M | +3.0% | -34.1% | +37.1% | +2.3% |
| YTD | +7.8% | +22.2% | -14.4% | +5.6% |
| 1Y | +5.8% | +5.2% | +0.6% | +3.7% |
| All | +54.9% | -77.1% | +132.0% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling