+11.9%
GDX vs FLEX
+24.4%
-12.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.8% | -5.3% | -2.3% |
| 7D | +0.7% | +2.2% | -1.5% | -0.2% |
| 30D | -3.8% | -32.6% | +28.9% | +4.3% |
| 3M | -5.4% | -35.5% | +30.0% | +3.2% |
| 6M | -12.7% | -45.6% | +32.9% | -2.4% |
| YTD | -0.7% | +30.7% | -31.4% | -15.7% |
| 1Y | +11.9% | +28.4% | -16.5% | -5.5% |
| All | +11.9% | +24.4% | -12.5% | -5.5% |
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