+185.8%
GS vs FCEL
-74.5%
+260.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.5% | -11.9% | -1.1% |
| 7D | -3.2% | -11.2% | +8.0% | -2.6% |
| 30D | -2.4% | -45.8% | +43.4% | +1.0% |
| 3M | -15.7% | -51.0% | +35.2% | -12.7% |
| 6M | -6.8% | -22.2% | +15.5% | -7.6% |
| YTD | -0.1% | +36.3% | -36.3% | -5.2% |
| 1Y | +12.1% | +29.0% | -16.9% | +6.3% |
| 3Y | +185.8% | -70.9% | +256.7% | +184.4% |
| All | +185.8% | -74.5% | +260.2% | +184.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling