+77.5%
GDXJ vs FCEL
-99.9%
+177.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +18.8% | -20.0% | -2.4% |
| 7D | +4.3% | +4.0% | +0.3% | +3.8% |
| 30D | +8.4% | -13.1% | +21.5% | +9.0% |
| 3M | +25.5% | +14.6% | +10.9% | +22.1% |
| 6M | -6.3% | +133.7% | -140.0% | -14.6% |
| YTD | +12.1% | +143.0% | -130.9% | +1.7% |
| 1Y | +51.1% | +320.9% | -269.8% | +30.6% |
| 3Y | +296.1% | -58.9% | +355.0% | +277.0% |
| 5Y | +228.1% | -89.7% | +317.8% | +227.7% |
| 10Y | +211.8% | -99.1% | +310.9% | +213.0% |
| All | +77.5% | -99.9% | +177.3% | +96.4% |
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