+97.2%
GD vs FCEL
-91.9%
+189.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.8% |
| 7D | -5.3% | -15.8% | +10.6% | -4.9% |
| 30D | -6.4% | -29.3% | +22.9% | -5.7% |
| 3M | +5.7% | -30.1% | +35.8% | +5.7% |
| 6M | -0.9% | +74.4% | -75.4% | -4.4% |
| YTD | +8.2% | +104.5% | -96.4% | +3.8% |
| 1Y | +13.4% | +281.4% | -268.0% | +6.7% |
| 3Y | +68.5% | -66.1% | +134.6% | +67.6% |
| All | +97.2% | -91.9% | +189.1% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling