+139.3%
GS vs FCEL
-96.5%
+235.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.5% | -11.9% | -1.3% |
| 7D | -3.2% | -11.2% | +8.0% | -2.5% |
| 30D | -2.4% | -45.8% | +43.4% | +2.0% |
| 3M | -15.7% | -51.0% | +35.2% | -11.9% |
| 6M | -6.8% | -22.2% | +15.5% | -8.6% |
| YTD | -0.1% | +36.3% | -36.3% | -7.9% |
| 1Y | +12.1% | +29.0% | -16.9% | +3.3% |
| 3Y | +185.8% | -70.9% | +256.7% | +180.8% |
| All | +139.3% | -96.5% | +235.9% | +189.0% |
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