+211.3%
GDX vs FLEX
+254.4%
-43.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.4% | +1.3% |
| 7D | +13.6% | -19.3% | +32.9% | +17.7% |
| 30D | +2.5% | -41.5% | +44.0% | +13.3% |
| 3M | +4.4% | -43.1% | +47.5% | +15.7% |
| 6M | -5.2% | -48.2% | +43.0% | +5.8% |
| YTD | +2.1% | +15.5% | -13.4% | -5.2% |
| 1Y | +24.7% | +10.2% | +14.5% | +16.4% |
| 3Y | +211.3% | +256.8% | -45.6% | +125.1% |
| All | +211.3% | +254.4% | -43.1% | +125.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling