+215.1%
GDXJ vs FCEL
-99.1%
+314.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.9% | +0.9% |
| 7D | -2.8% | +6.3% | -9.1% | -3.3% |
| 30D | +5.0% | -26.7% | +31.6% | +6.5% |
| 3M | +24.1% | -10.2% | +34.2% | +22.8% |
| 6M | -7.4% | +123.5% | -130.8% | -14.6% |
| YTD | +10.2% | +117.4% | -107.2% | +1.6% |
| 1Y | +42.5% | +146.0% | -103.4% | +29.3% |
| 3Y | +285.7% | -61.9% | +347.6% | +270.4% |
| 5Y | +231.9% | -90.5% | +322.4% | +232.3% |
| All | +215.1% | -99.1% | +314.2% | +168.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling