+205.6%
GLD vs FCEL
-99.1%
+304.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.4% | +3.6% | -2.7% |
| 7D | -5.5% | +14.8% | -20.3% | -5.7% |
| 30D | -7.0% | -33.9% | +26.9% | -6.6% |
| 3M | -12.4% | -52.7% | +40.3% | -11.7% |
| 6M | -18.0% | -40.0% | +22.0% | -18.0% |
| YTD | -10.5% | +40.2% | -50.7% | -11.4% |
| 1Y | -8.1% | +32.9% | -41.0% | -9.1% |
| 3Y | +97.7% | -66.8% | +164.5% | +96.3% |
| 5Y | +103.4% | -97.0% | +200.4% | +104.2% |
| All | +205.6% | -99.1% | +304.7% | +197.5% |
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