-25.2%
GIS vs FCEL
-91.3%
+66.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.9% | +2.9% | -3.2% |
| 7D | -8.4% | +6.3% | -14.7% | -8.3% |
| 30D | -5.2% | -18.8% | +13.6% | -5.4% |
| 3M | +8.2% | -3.8% | +12.0% | +8.2% |
| 6M | -12.0% | +121.1% | -133.2% | -11.5% |
| YTD | -18.9% | +113.3% | -132.1% | -18.4% |
| 1Y | -23.6% | +173.5% | -197.1% | -23.2% |
| 3Y | -37.6% | -63.9% | +26.3% | -38.0% |
| 5Y | -25.2% | -90.7% | +65.5% | -26.6% |
| All | -25.2% | -91.3% | +66.1% | -26.6% |
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