+11,666.5%
GD vs FCEL
-99.9%
+11,766.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -15.3% | +12.9% | -1.7% |
| 7D | -3.9% | -26.7% | +22.8% | -2.8% |
| 30D | +8.1% | -56.8% | +64.8% | +11.4% |
| 3M | -6.8% | -57.8% | +51.0% | -4.1% |
| 6M | +3.0% | -34.1% | +37.1% | +2.2% |
| YTD | +7.8% | +22.2% | -14.4% | +3.4% |
| 1Y | +5.8% | +5.2% | +0.6% | +1.9% |
| 3Y | +55.3% | -76.2% | +131.5% | +52.5% |
| 5Y | +96.7% | -96.7% | +193.4% | +104.6% |
| 10Y | +195.4% | -99.2% | +294.5% | +178.3% |
| All | +11,666.5% | -99.9% | +11,766.4% | +11,288.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling