+1,710.5%
GS vs FCEL
-99.9%
+1,810.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -15.3% | +8.9% | -4.9% |
| 7D | -6.3% | -26.7% | +20.3% | -3.6% |
| 30D | -3.1% | -56.8% | +53.6% | +4.5% |
| 3M | -17.7% | -57.8% | +40.1% | -11.7% |
| 6M | -4.6% | -34.1% | +29.5% | -5.5% |
| YTD | +0.3% | +22.2% | -21.9% | -8.3% |
| 1Y | +11.7% | +5.2% | +6.5% | +2.9% |
| 3Y | +183.6% | -76.2% | +259.8% | +174.1% |
| 5Y | +141.0% | -96.7% | +237.6% | +167.8% |
| 10Y | +507.4% | -99.2% | +606.6% | +442.1% |
| All | +1,710.5% | -99.9% | +1,810.4% | +1,401.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling