+39.3%
GEHC vs FCEL
-91.2%
+130.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +1.5% |
| 7D | +0.8% | -2.8% | +3.6% | +0.8% |
| 30D | +21.3% | -31.6% | +53.0% | +22.1% |
| 3M | +12.6% | -52.4% | +65.0% | +13.9% |
| 6M | +34.3% | -51.4% | +85.7% | +33.5% |
| YTD | +1.4% | +32.4% | -31.0% | -5.8% |
| 1Y | +12.5% | +37.5% | -25.0% | +3.6% |
| 3Y | +19.2% | -69.3% | +88.5% | +15.5% |
| All | +39.3% | -91.2% | +130.4% | +49.1% |
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