+249.6%
GDX vs FLNC
-62.9%
+312.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.9% |
| 7D | -2.2% | -4.1% | +1.9% | -1.9% |
| 30D | +6.8% | -24.8% | +31.5% | +9.2% |
| 3M | +24.9% | -59.1% | +84.0% | +33.7% |
| 6M | -4.2% | -42.0% | +37.8% | -2.0% |
| YTD | +13.2% | -49.8% | +63.0% | +16.4% |
| 1Y | +40.2% | +43.1% | -2.9% | +33.3% |
| 3Y | +249.6% | -61.0% | +310.5% | +251.1% |
| All | +249.6% | -62.9% | +312.4% | +251.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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