+228.8%
GDX vs FCEL
-68.0%
+296.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.0% | -0.4% | -5.0% |
| 7D | +11.5% | -8.3% | +19.8% | +12.0% |
| 30D | -3.1% | -43.0% | +39.9% | +0.8% |
| 3M | -4.4% | -48.2% | +43.7% | -0.5% |
| 6M | -8.6% | -25.0% | +16.4% | -9.9% |
| YTD | +0.8% | +40.6% | -39.8% | -6.8% |
| 1Y | +14.7% | +36.0% | -21.3% | +5.7% |
| 3Y | +228.8% | -66.7% | +295.5% | +235.1% |
| All | +228.8% | -68.0% | +296.7% | +235.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling