-73.9%
FCEL vs GLDM
+105.8%
-179.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +0.8% | -16.1% | -16.0% |
| 7D | -26.7% | +1.9% | -28.6% | -28.0% |
| 30D | -56.8% | -1.7% | -55.1% | -56.0% |
| 3M | -57.8% | -3.5% | -54.2% | -56.5% |
| 6M | -34.1% | -10.1% | -24.0% | -28.3% |
| YTD | +22.2% | -5.0% | +27.2% | +27.7% |
| 1Y | +5.2% | +2.8% | +2.4% | +4.2% |
| All | -73.9% | +105.8% | -179.7% | -90.8% |
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