+281.4%
FCEL vs GLDM
+24.7%
+256.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.7% |
| 7D | -15.8% | -0.5% | -15.3% | -15.6% |
| 30D | -29.3% | +4.4% | -33.7% | -32.1% |
| 3M | -30.1% | -1.1% | -29.1% | -29.5% |
| 6M | +74.4% | -13.7% | +88.1% | +96.3% |
| YTD | +104.5% | +2.8% | +101.7% | +98.2% |
| 1Y | +281.4% | +24.8% | +256.5% | +389.1% |
| All | +281.4% | +24.7% | +256.7% | +389.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 1y: compounded portfolio wealth divided by compounded GLDM 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…
1y analysis · Full analysis span regression · 6 months rolling