+289.0%
GDX vs FLUT
-9.2%
+298.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | +4.0% | +3.8% | +0.1% | +3.6% |
| 30D | +9.5% | +6.3% | +3.2% | +8.8% |
| 3M | +25.1% | -4.0% | +29.1% | +25.0% |
| 6M | -2.9% | -10.3% | +7.4% | -2.6% |
| YTD | +14.7% | -53.2% | +67.9% | +23.6% |
| 1Y | +47.4% | -65.0% | +112.5% | +64.0% |
| 3Y | +259.7% | -43.9% | +303.6% | +270.4% |
| 5Y | +227.7% | -49.2% | +276.9% | +231.7% |
| 10Y | +289.0% | -9.2% | +298.1% | +262.0% |
| All | +289.0% | -9.2% | +298.1% | +262.0% |
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