+151.2%
GE vs FCEL
-99.1%
+250.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.4% | +2.9% | -3.2% |
| 7D | +5.1% | +14.8% | -9.7% | +4.4% |
| 30D | +7.6% | -33.9% | +41.4% | +9.4% |
| 3M | -9.3% | -52.7% | +43.4% | -6.7% |
| 6M | +11.5% | -40.0% | +51.6% | +11.6% |
| YTD | +7.9% | +40.2% | -32.4% | +2.5% |
| 1Y | +7.6% | +32.9% | -25.3% | +2.2% |
| 3Y | +265.9% | -66.8% | +332.7% | +254.4% |
| 5Y | +405.9% | -97.0% | +502.9% | +432.5% |
| All | +151.2% | -99.1% | +250.3% | +152.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling