+214.2%
GDX vs FLR
+56.6%
+157.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.7% |
| 7D | -0.4% | +5.4% | -5.8% | -1.5% |
| 30D | +18.6% | +11.4% | +7.2% | +15.8% |
| 3M | +14.9% | +11.4% | +3.5% | +12.0% |
| 6M | -6.3% | +16.6% | -22.9% | -9.9% |
| YTD | +15.7% | +41.7% | -26.0% | +6.9% |
| 1Y | +54.8% | +35.4% | +19.4% | +44.1% |
| 3Y | +253.4% | +57.3% | +196.1% | +206.4% |
| 5Y | +219.7% | +241.0% | -21.3% | +131.1% |
| 10Y | +300.2% | +16.6% | +283.6% | +211.7% |
| All | +214.2% | +56.6% | +157.6% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling