+739.4%
GLD vs FCEL
-100.0%
+839.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.5% | -12.3% | -0.9% |
| 7D | +4.7% | -11.2% | +15.9% | +4.8% |
| 30D | -0.9% | -45.8% | +44.9% | -0.4% |
| 3M | -4.4% | -51.0% | +46.6% | -3.9% |
| 6M | -13.6% | -22.2% | +8.7% | -13.7% |
| YTD | -6.0% | +36.3% | -42.3% | -6.8% |
| 1Y | +1.8% | +29.0% | -27.3% | +0.9% |
| 3Y | +103.2% | -70.9% | +174.1% | +102.2% |
| 5Y | +119.3% | -96.3% | +215.6% | +119.9% |
| 10Y | +199.5% | -99.1% | +298.5% | +195.7% |
| All | +739.4% | -100.0% | +839.4% | +732.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling