+326.3%
GDX vs FCEL
-99.1%
+425.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.3% | 0.0% |
| 7D | -6.8% | -2.8% | -4.0% | -6.7% |
| 30D | -2.1% | -31.6% | +29.5% | -0.6% |
| 3M | -7.5% | -52.4% | +44.9% | -5.0% |
| 6M | -15.2% | -51.4% | +36.2% | -14.1% |
| YTD | -4.8% | +32.4% | -37.2% | -8.4% |
| 1Y | +6.7% | +37.5% | -30.8% | +2.3% |
| 3Y | +212.7% | -69.3% | +282.0% | +206.8% |
| 5Y | +151.7% | -97.1% | +248.8% | +160.5% |
| All | +326.3% | -99.1% | +425.4% | +316.5% |
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