-97.9%
FCEL vs GLDM
+216.5%
-314.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.6% | -2.4% | -2.9% |
| 7D | -8.3% | +2.9% | -11.2% | -10.6% |
| 30D | -43.0% | -3.9% | -39.1% | -41.0% |
| 3M | -48.2% | -8.1% | -40.0% | -44.6% |
| 6M | -25.0% | -14.7% | -10.3% | -14.8% |
| YTD | +40.6% | -6.6% | +47.2% | +48.9% |
| 1Y | +36.0% | -2.1% | +38.0% | +39.3% |
| 3Y | -66.7% | +107.7% | -174.4% | -81.4% |
| 5Y | -96.7% | +116.5% | -213.1% | -98.2% |
| All | -97.9% | +216.5% | -314.4% | -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