+53.9%
GD vs FCEL
-74.5%
+128.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.5% | -12.2% | -0.8% |
| 7D | -5.0% | -11.2% | +6.3% | -4.8% |
| 30D | +8.9% | -45.8% | +54.7% | +9.7% |
| 3M | -8.0% | -51.0% | +42.9% | -7.3% |
| 6M | +2.9% | -22.2% | +25.1% | +1.9% |
| YTD | +7.1% | +36.3% | -29.2% | +4.8% |
| 1Y | +5.9% | +29.0% | -23.1% | +3.6% |
| 3Y | +53.9% | -70.9% | +124.7% | +53.0% |
| All | +53.9% | -74.5% | +128.3% | +53.0% |
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 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