+349.2%
GDX vs FCEL
-99.0%
+448.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.5% | -8.0% | -1.8% |
| 7D | +0.7% | +3.9% | -3.2% | +0.5% |
| 30D | -3.8% | -33.1% | +29.4% | -2.2% |
| 3M | -5.4% | -43.0% | +37.5% | -3.7% |
| 6M | -12.7% | -31.3% | +18.6% | -13.0% |
| YTD | -0.7% | +49.8% | -50.4% | -4.9% |
| 1Y | +11.9% | +48.2% | -36.3% | +6.9% |
| 3Y | +223.9% | -64.6% | +288.5% | +215.8% |
| 5Y | +163.2% | -96.7% | +259.9% | +170.8% |
| 10Y | +349.2% | -99.0% | +448.2% | +335.8% |
| All | +349.2% | -99.0% | +448.1% | +335.8% |
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 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