+417.9%
GE vs FCEL
-90.4%
+508.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.7% | +3.9% | -2.4% |
| 7D | -1.2% | +15.1% | -16.3% | -2.2% |
| 30D | -11.3% | -16.4% | +5.2% | -10.6% |
| 3M | -1.4% | -5.3% | +3.9% | -2.7% |
| 6M | +1.2% | +124.5% | -123.3% | -7.8% |
| YTD | +5.9% | +126.7% | -120.7% | -4.2% |
| 1Y | +18.4% | +219.9% | -201.5% | +2.8% |
| 3Y | +271.0% | -61.6% | +332.6% | +264.0% |
| 5Y | +417.9% | -90.5% | +508.4% | +471.4% |
| All | +417.9% | -90.4% | +508.3% | +471.4% |
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