-98.2%
FCEL vs GLDM
+221.7%
-319.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +0.8% | -16.1% | -15.9% |
| 7D | -26.7% | +1.9% | -28.6% | -28.0% |
| 30D | -56.8% | -1.7% | -55.1% | -56.1% |
| 3M | -57.8% | -3.5% | -54.2% | -56.6% |
| 6M | -34.1% | -10.1% | -24.0% | -28.2% |
| YTD | +22.2% | -5.0% | +27.2% | +27.6% |
| 1Y | +5.2% | +2.8% | +2.4% | +3.9% |
| 3Y | -76.2% | +105.1% | -181.3% | -86.6% |
| 5Y | -96.7% | +124.3% | -221.0% | -98.3% |
| All | -98.2% | +221.7% | -319.9% | -99.4% |
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