+6.7%
GDX vs FCEL
+28.7%
-22.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.3% | +0.2% |
| 7D | -6.8% | -2.8% | -4.0% | -6.6% |
| 30D | -2.1% | -31.6% | +29.5% | +0.8% |
| 3M | -7.5% | -52.4% | +44.9% | -2.6% |
| 6M | -15.2% | -51.4% | +36.2% | -13.4% |
| YTD | -4.8% | +32.4% | -37.2% | -13.4% |
| 1Y | +6.7% | +37.5% | -30.8% | -3.6% |
| All | +6.7% | +28.7% | -22.0% | -3.6% |
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