+2,064.0%
GS vs FCEL
-99.8%
+2,163.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | +0.9% | -15.8% | +16.8% | +2.5% |
| 30D | -1.6% | -29.3% | +27.7% | +1.3% |
| 3M | -4.5% | -30.1% | +25.7% | -3.9% |
| 6M | +20.9% | +74.4% | -53.6% | +8.5% |
| YTD | +19.9% | +104.5% | -84.6% | +5.2% |
| 1Y | +41.4% | +281.4% | -240.0% | +14.2% |
| 3Y | +239.2% | -66.1% | +305.3% | +218.4% |
| 5Y | +185.0% | -91.9% | +276.9% | +190.3% |
| 10Y | +655.0% | -99.2% | +754.2% | +602.1% |
| All | +2,064.0% | -99.8% | +2,163.9% | +1,623.9% |
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