+326.3%
GDX vs FLEX
+608.2%
-281.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.4% |
| 7D | -6.8% | +7.5% | -14.3% | -7.9% |
| 30D | -2.1% | -25.3% | +23.2% | +1.7% |
| 3M | -7.5% | -39.7% | +32.2% | -0.8% |
| 6M | -15.2% | -47.9% | +32.7% | -7.6% |
| YTD | -4.8% | +24.1% | -28.9% | -10.2% |
| 1Y | +6.7% | +26.0% | -19.2% | +0.3% |
| 3Y | +212.7% | +282.7% | -69.9% | +148.5% |
| 5Y | +151.7% | +424.2% | -272.6% | +89.9% |
| All | +326.3% | +608.2% | -281.9% | +185.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling