+867.9%
GLW vs FCEL
-99.1%
+967.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.7% | +8.2% | +1.9% |
| 7D | +16.9% | +15.1% | +1.8% | +15.8% |
| 30D | +7.0% | -16.4% | +23.4% | +8.0% |
| 3M | -3.0% | -5.3% | +2.3% | -3.0% |
| 6M | +31.0% | +124.5% | -93.5% | +24.5% |
| YTD | +93.4% | +126.7% | -33.3% | +83.2% |
| 1Y | +134.7% | +219.9% | -85.1% | +117.3% |
| 3Y | +471.8% | -61.6% | +533.4% | +459.2% |
| 5Y | +394.5% | -90.5% | +485.0% | +401.0% |
| 10Y | +867.9% | -99.1% | +967.0% | +1,061.4% |
| All | +867.9% | -99.1% | +967.1% | +1,061.4% |
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