-20.8%
GIS vs FCEL
-99.2%
+78.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.9% | +2.9% | -3.0% |
| 7D | -8.4% | +6.3% | -14.7% | -8.4% |
| 30D | -5.2% | -18.8% | +13.6% | -5.2% |
| 3M | +8.2% | -3.8% | +12.0% | +7.9% |
| 6M | -12.0% | +121.1% | -133.2% | -13.0% |
| YTD | -18.9% | +113.3% | -132.1% | -19.9% |
| 1Y | -23.6% | +173.5% | -197.1% | -24.9% |
| 3Y | -37.6% | -63.9% | +26.3% | -38.1% |
| 5Y | -25.2% | -90.7% | +65.5% | -25.3% |
| All | -20.8% | -99.2% | +78.3% | -25.7% |
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