-96.9%
FCEL vs GLDM
+121.8%
-218.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.8% | +12.3% | +12.2% |
| 7D | -11.2% | +4.7% | -15.9% | -14.9% |
| 30D | -45.8% | -0.9% | -44.9% | -45.3% |
| 3M | -51.0% | -4.3% | -46.7% | -49.3% |
| 6M | -22.2% | -13.4% | -8.9% | -13.1% |
| YTD | +36.3% | -5.8% | +42.1% | +43.2% |
| 1Y | +29.0% | +2.1% | +27.0% | +28.4% |
| 3Y | -70.9% | +105.0% | -175.9% | -84.0% |
| All | -96.9% | +121.8% | -218.7% | -98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling