+42.4%
FCEL vs GLDM
+2.8%
+39.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.7% | -9.7% | -9.5% |
| 7D | -14.9% | -0.3% | -14.6% | -14.7% |
| 30D | -41.7% | -1.9% | -39.8% | -40.2% |
| 3M | -53.2% | -0.4% | -52.8% | -53.1% |
| 6M | -19.0% | -10.1% | -9.0% | -10.8% |
| YTD | +44.2% | -5.8% | +50.0% | +42.3% |
| 1Y | +42.4% | +3.1% | +39.3% | +18.1% |
| All | +42.4% | +2.8% | +39.7% | +18.1% |
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