+189.5%
GDX vs FLEX
+841.3%
-651.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +12.0% | -7.6% | +2.1% |
| 7D | +15.6% | -7.2% | +22.7% | +16.3% |
| 30D | +2.4% | -34.8% | +37.2% | +10.0% |
| 3M | +1.7% | -35.6% | +37.3% | +9.2% |
| 6M | -3.3% | -45.0% | +41.7% | +5.9% |
| YTD | +6.6% | +29.4% | -22.7% | -2.1% |
| 1Y | +27.0% | +24.8% | +2.2% | +17.2% |
| 3Y | +243.4% | +304.4% | -61.0% | +148.2% |
| 5Y | +194.2% | +484.1% | -289.9% | +95.1% |
| 10Y | +310.1% | +640.4% | -330.3% | +137.2% |
| All | +189.5% | +841.3% | -651.8% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling