+227.7%
GDX vs FCEL
-90.2%
+317.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +18.8% | -19.7% | -2.3% |
| 7D | +4.0% | +4.0% | 0.0% | +3.3% |
| 30D | +9.5% | -13.1% | +22.5% | +10.1% |
| 3M | +25.1% | +14.6% | +10.5% | +20.9% |
| 6M | -2.9% | +133.7% | -136.6% | -13.4% |
| YTD | +14.7% | +143.0% | -128.2% | +1.7% |
| 1Y | +47.4% | +320.9% | -273.4% | +23.3% |
| 3Y | +259.7% | -58.9% | +318.6% | +244.5% |
| 5Y | +227.7% | -89.7% | +317.3% | +235.0% |
| All | +227.7% | -90.2% | +317.8% | +235.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling