+11.9%
GDX vs FCEL
+47.0%
-35.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.5% | -8.0% | -2.1% |
| 7D | +0.7% | +3.9% | -3.2% | +0.2% |
| 30D | -3.8% | -33.1% | +29.4% | -0.7% |
| 3M | -5.4% | -43.0% | +37.5% | -1.9% |
| 6M | -12.7% | -31.3% | +18.6% | -13.6% |
| YTD | -0.7% | +49.8% | -50.4% | -11.4% |
| 1Y | +11.9% | +48.2% | -36.3% | -1.3% |
| All | +11.9% | +47.0% | -35.1% | -1.3% |
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 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