+230.0%
GDX vs FLR
+256.3%
-26.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.1% |
| 6M | -2.9% | +25.6% | -28.5% | -8.3% |
| YTD | +14.7% | +42.9% | -28.1% | +5.8% |
| 1Y | +47.4% | +38.7% | +8.7% | +36.6% |
| 3Y | +259.7% | +61.8% | +197.9% | +205.7% |
| All | +230.0% | +256.3% | -26.3% | +149.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling