-97.0%
FCEL vs GLDM
+248.1%
-345.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.6% |
| 7D | -15.8% | -0.5% | -15.3% | -15.7% |
| 30D | -29.3% | +4.4% | -33.7% | -31.7% |
| 3M | -30.1% | -1.1% | -29.1% | -29.2% |
| 6M | +74.4% | -13.7% | +88.1% | +93.7% |
| YTD | +104.5% | +2.8% | +101.7% | +100.6% |
| 1Y | +281.4% | +24.8% | +256.5% | +226.3% |
| 3Y | -66.1% | +127.8% | -193.9% | -82.5% |
| 5Y | -91.9% | +141.1% | -233.0% | -96.0% |
| All | -97.0% | +248.1% | -345.1% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling