+7.2%
GEHC vs FCEL
-85.5%
+92.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.5% |
| 7D | -7.2% | +6.3% | -13.4% | -7.3% |
| 30D | -11.6% | -26.7% | +15.1% | -11.0% |
| 3M | -0.8% | -10.2% | +9.3% | -2.0% |
| 6M | -11.9% | +123.5% | -135.4% | -18.4% |
| YTD | -21.9% | +117.4% | -139.3% | -28.1% |
| 1Y | -17.8% | +146.0% | -163.8% | -26.0% |
| 3Y | -3.5% | -61.9% | +58.4% | -5.1% |
| All | +7.2% | -85.5% | +92.7% | +13.9% |
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