+233.6%
GDX vs FLEX
+717.1%
-483.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.4% |
| 7D | +1.9% | +6.4% | -4.5% | +0.5% |
| 30D | +9.9% | -5.9% | +15.8% | +11.0% |
| 3M | +28.2% | -23.5% | +51.7% | +33.8% |
| 6M | -2.9% | +83.7% | -86.6% | -16.9% |
| YTD | +16.0% | +86.5% | -70.5% | -1.2% |
| 1Y | +49.9% | +100.5% | -50.6% | +25.6% |
| 3Y | +263.6% | +469.8% | -206.3% | +140.9% |
| 5Y | +233.6% | +725.7% | -492.1% | +100.9% |
| All | +233.6% | +717.1% | -483.5% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling