+54.8%
GDX vs FCEL
+269.1%
-214.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.3% |
| 7D | -0.4% | -15.8% | +15.4% | +0.8% |
| 30D | +18.6% | -29.3% | +47.9% | +21.4% |
| 3M | +14.9% | -30.1% | +45.0% | +15.2% |
| 6M | -6.3% | +74.4% | -80.7% | -15.2% |
| YTD | +15.7% | +104.5% | -88.8% | +2.8% |
| 1Y | +54.8% | +281.4% | -226.5% | +36.8% |
| All | +54.8% | +269.1% | -214.3% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling