+315.3%
GDX vs FCEL
-99.1%
+414.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.7% | +7.8% | +1.4% |
| 7D | +1.9% | +15.1% | -13.2% | +1.2% |
| 30D | +9.9% | -16.4% | +26.4% | +10.5% |
| 3M | +28.2% | -5.3% | +33.5% | +27.0% |
| 6M | -2.9% | +124.5% | -127.4% | -8.2% |
| YTD | +16.0% | +126.7% | -110.7% | +9.5% |
| 1Y | +49.9% | +219.9% | -170.0% | +38.7% |
| 3Y | +263.6% | -61.6% | +325.2% | +252.5% |
| 5Y | +233.6% | -90.5% | +324.1% | +231.5% |
| 10Y | +315.3% | -99.1% | +414.4% | +270.3% |
| All | +315.3% | -99.1% | +414.5% | +270.3% |
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