+259.7%
GDX vs FCEL
-59.7%
+319.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +18.8% | -19.7% | -2.2% |
| 7D | +4.0% | +4.0% | 0.0% | +3.4% |
| 30D | +9.5% | -13.1% | +22.5% | +10.1% |
| 3M | +25.1% | +14.6% | +10.5% | +21.1% |
| 6M | -2.9% | +133.7% | -136.6% | -12.9% |
| YTD | +14.7% | +143.0% | -128.2% | +2.4% |
| 1Y | +47.4% | +320.9% | -273.4% | +24.8% |
| 3Y | +259.7% | -58.9% | +318.6% | +253.1% |
| All | +259.7% | -59.7% | +319.4% | +253.1% |
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