+9.3%
GEHC vs FCEL
-84.9%
+94.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.7% | +4.3% | -2.3% |
| 7D | -7.6% | +15.1% | -22.7% | -8.0% |
| 30D | -10.7% | -16.4% | +5.8% | -10.4% |
| 3M | -1.2% | -5.3% | +4.0% | -2.5% |
| 6M | -13.7% | +124.5% | -138.3% | -20.0% |
| YTD | -20.4% | +126.7% | -147.1% | -26.7% |
| 1Y | -17.0% | +219.9% | -236.9% | -26.7% |
| 3Y | +0.9% | -61.6% | +62.6% | -0.5% |
| All | +9.3% | -84.9% | +94.1% | +16.0% |
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