+214.2%
GDX vs FCEL
-100.0%
+314.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.3% |
| 7D | -0.4% | -15.8% | +15.4% | +0.5% |
| 30D | +18.6% | -29.3% | +47.9% | +20.7% |
| 3M | +14.9% | -30.1% | +45.0% | +15.4% |
| 6M | -6.3% | +74.4% | -80.7% | -12.0% |
| YTD | +15.7% | +104.5% | -88.8% | +7.4% |
| 1Y | +54.8% | +281.4% | -226.5% | +37.1% |
| 3Y | +253.4% | -66.1% | +319.5% | +242.1% |
| 5Y | +219.7% | -91.9% | +311.5% | +222.9% |
| 10Y | +300.2% | -99.2% | +399.4% | +302.1% |
| All | +214.2% | -100.0% | +314.1% | +299.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling