+327.3%
GDX vs FLUT
-26.1%
+353.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.2% | -3.6% |
| 7D | -4.6% | -1.2% | -3.4% | -4.5% |
| 30D | -6.2% | +5.0% | -11.2% | -6.7% |
| 3M | -10.0% | -16.4% | +6.4% | -8.7% |
| 6M | -15.8% | -14.6% | -1.2% | -15.2% |
| YTD | -4.6% | -61.9% | +57.3% | +4.7% |
| 1Y | +4.0% | -65.0% | +69.1% | +15.1% |
| 3Y | +211.1% | -44.8% | +255.9% | +219.1% |
| 5Y | +152.3% | -49.9% | +202.2% | +154.9% |
| All | +327.3% | -26.1% | +353.4% | +308.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling