+39.4%
GM vs FCEL
+32.6%
+6.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.0% | +10.6% | +4.7% |
| 7D | +12.1% | -14.9% | +26.9% | +12.4% |
| 30D | +15.2% | -41.7% | +56.9% | +16.2% |
| 3M | +4.9% | -53.2% | +58.0% | +6.1% |
| 6M | +22.6% | -19.0% | +41.7% | +21.1% |
| YTD | +14.4% | +44.2% | -29.8% | +8.1% |
| 1Y | +39.4% | +42.4% | -3.0% | +30.3% |
| All | +39.4% | +32.6% | +6.8% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling