+24.8%
GDX vs FLEX
+23.4%
+1.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -12.3% | +21.3% | +11.7% |
| 7D | +0.8% | -17.0% | +17.7% | +4.6% |
| 30D | -3.2% | -33.8% | +30.6% | +5.7% |
| 3M | +8.6% | -39.0% | +47.6% | +20.4% |
| 6M | -1.2% | -15.9% | +14.7% | -2.6% |
| YTD | -1.4% | +27.8% | -29.2% | -15.6% |
| 1Y | +24.8% | +25.0% | -0.2% | +6.7% |
| All | +24.8% | +23.4% | +1.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling