+729.3%
GIS vs FCEL
-99.8%
+829.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.5% |
| 7D | -7.8% | -15.8% | +8.0% | -7.6% |
| 30D | +6.6% | -29.3% | +35.8% | +7.0% |
| 3M | +21.0% | -30.1% | +51.1% | +20.8% |
| 6M | -9.1% | +74.4% | -83.5% | -10.9% |
| YTD | -13.6% | +104.5% | -118.1% | -15.8% |
| 1Y | -18.0% | +281.4% | -299.4% | -21.3% |
| 3Y | -33.7% | -66.1% | +32.4% | -34.6% |
| 5Y | -19.4% | -91.9% | +72.4% | -19.5% |
| 10Y | -21.3% | -99.2% | +78.0% | -24.0% |
| All | +729.3% | -99.8% | +829.0% | +655.2% |
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