-67.5%
FCEL vs GLDM
+111.5%
-179.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.9% | +6.8% | +7.1% |
| 7D | +3.0% | +5.0% | -1.9% | -1.4% |
| 30D | -40.0% | -1.3% | -38.7% | -39.2% |
| 3M | -47.0% | -4.7% | -42.3% | -44.9% |
| 6M | -21.0% | -12.4% | -8.6% | -12.5% |
| YTD | +48.0% | -4.1% | +52.1% | +53.4% |
| 1Y | +43.9% | +3.3% | +40.5% | +41.7% |
| 3Y | -67.5% | +110.9% | -178.5% | -88.9% |
| All | -67.5% | +111.5% | -179.1% | -88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling