+218.2%
GLD vs FCEL
-99.1%
+317.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.7% | +7.6% | +1.0% |
| 7D | +0.1% | +15.1% | -14.9% | 0.0% |
| 30D | +0.2% | -16.4% | +16.6% | +0.3% |
| 3M | +3.2% | -5.3% | +8.5% | +2.9% |
| 6M | -14.6% | +124.5% | -139.2% | -15.9% |
| YTD | +1.8% | +126.7% | -124.9% | +0.2% |
| 1Y | +20.7% | +219.9% | -199.1% | +18.4% |
| 3Y | +126.5% | -61.6% | +188.1% | +124.3% |
| 5Y | +140.0% | -90.5% | +230.6% | +138.8% |
| 10Y | +218.2% | -99.1% | +317.3% | +201.9% |
| All | +218.2% | -99.1% | +317.4% | +201.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling