+259.7%
GDX vs FLR
+60.4%
+199.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +4.0% | +0.7% | +3.3% | +3.8% |
| 30D | +9.5% | -0.7% | +10.1% | +9.4% |
| 3M | +25.1% | +14.3% | +10.8% | +21.0% |
| 6M | -2.9% | +25.6% | -28.5% | -8.3% |
| YTD | +14.7% | +42.9% | -28.1% | +6.1% |
| 1Y | +47.4% | +38.7% | +8.7% | +37.1% |
| 3Y | +259.7% | +61.8% | +197.9% | +197.9% |
| All | +259.7% | +60.4% | +199.3% | +197.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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