+93.8%
GD vs FCEL
-96.5%
+190.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.5% | -12.1% | -0.9% |
| 7D | -5.0% | -11.3% | +6.3% | -4.7% |
| 30D | +8.9% | -45.8% | +54.7% | +10.4% |
| 3M | -8.0% | -51.0% | +43.0% | -6.7% |
| 6M | +2.9% | -22.3% | +25.2% | +1.4% |
| YTD | +7.1% | +36.2% | -29.1% | +3.1% |
| 1Y | +5.9% | +29.0% | -23.0% | +2.0% |
| 3Y | +53.9% | -70.9% | +124.7% | +52.7% |
| All | +93.8% | -96.5% | +190.4% | +103.2% |
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 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