-98.0%
FCEL vs GLDM
+204.4%
-302.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.7% |
| 7D | -2.8% | -4.6% | +1.8% | +1.0% |
| 30D | -31.6% | -5.5% | -26.2% | -28.5% |
| 3M | -52.4% | -10.9% | -41.5% | -48.0% |
| 6M | -51.4% | -17.3% | -34.1% | -43.4% |
| YTD | +32.4% | -10.2% | +42.6% | +44.6% |
| 1Y | +37.5% | -6.9% | +44.4% | +46.4% |
| 3Y | -69.3% | +98.7% | -167.9% | -82.2% |
| 5Y | -97.1% | +106.7% | -203.9% | -98.4% |
| All | -98.0% | +204.4% | -302.4% | -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