+96.9%
GLD vs FCEL
-68.7%
+165.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.7% | +0.3% |
| 7D | -4.6% | -2.8% | -1.8% | -4.5% |
| 30D | -5.5% | -31.6% | +26.2% | -4.5% |
| 3M | -10.9% | -52.4% | +41.5% | -9.3% |
| 6M | -17.4% | -51.4% | +34.0% | -16.9% |
| YTD | -10.3% | +32.4% | -42.7% | -12.7% |
| 1Y | -7.2% | +37.5% | -44.7% | -9.8% |
| 3Y | +96.9% | -69.3% | +166.2% | +98.1% |
| All | +96.9% | -68.7% | +165.6% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling