-97.9%
FCEL vs GLDM
+204.0%
-301.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.6% | -4.2% |
| 7D | +14.8% | -5.5% | +20.3% | +20.1% |
| 30D | -33.9% | -7.0% | -26.9% | -29.9% |
| 3M | -52.7% | -12.3% | -40.4% | -47.6% |
| 6M | -40.0% | -17.9% | -22.1% | -29.8% |
| YTD | +40.2% | -10.3% | +50.5% | +53.3% |
| 1Y | +32.9% | -7.8% | +40.7% | +42.5% |
| 3Y | -66.8% | +99.5% | -166.3% | -80.9% |
| 5Y | -97.0% | +106.5% | -203.4% | -98.3% |
| All | -97.9% | +204.0% | -301.9% | -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