-97.8%
FCEL vs GLDM
+225.0%
-322.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.9% | +6.8% | +7.2% |
| 7D | +3.0% | +5.0% | -1.9% | -1.2% |
| 30D | -40.0% | -1.3% | -38.7% | -39.3% |
| 3M | -47.0% | -4.7% | -42.3% | -45.0% |
| 6M | -21.0% | -12.4% | -8.6% | -12.3% |
| YTD | +48.0% | -4.1% | +52.1% | +53.4% |
| 1Y | +43.9% | +3.3% | +40.5% | +41.5% |
| 3Y | -67.5% | +110.9% | -178.5% | -82.1% |
| 5Y | -96.7% | +124.8% | -221.5% | -98.3% |
| All | -97.8% | +225.0% | -322.8% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling