+155.6%
GS vs FCEL
-97.2%
+252.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +0.8% |
| 7D | +5.9% | -2.8% | +8.7% | +6.1% |
| 30D | +4.3% | -31.6% | +35.9% | +7.1% |
| 3M | -11.7% | -52.4% | +40.7% | -7.4% |
| 6M | -3.2% | -51.4% | +48.2% | -1.4% |
| YTD | +5.8% | +32.4% | -26.6% | -2.3% |
| 1Y | +16.0% | +37.5% | -21.5% | +6.3% |
| 3Y | +199.8% | -69.3% | +269.0% | +192.3% |
| All | +155.6% | -97.2% | +252.8% | +203.3% |
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 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