+212.7%
GDX vs FLR
+35.7%
+177.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | 0.0% |
| 7D | -6.8% | +5.4% | -12.2% | -7.9% |
| 30D | -2.1% | +2.8% | -4.9% | -2.8% |
| 3M | -7.5% | -6.4% | -1.1% | -6.3% |
| 6M | -15.2% | +8.8% | -23.9% | -17.0% |
| YTD | -4.8% | +23.6% | -28.4% | -9.3% |
| 1Y | +6.7% | +13.8% | -7.1% | +3.0% |
| 3Y | +212.7% | +36.5% | +176.3% | +167.2% |
| All | +212.7% | +35.7% | +177.1% | +167.2% |
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