+319.2%
GDX vs FLUT
-25.6%
+344.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.1% | -5.5% |
| 7D | +11.5% | -1.5% | +12.9% | +11.6% |
| 30D | -3.1% | +3.4% | -6.5% | -3.5% |
| 3M | -4.4% | -12.5% | +8.1% | -3.4% |
| 6M | -8.6% | -18.5% | +9.9% | -7.6% |
| YTD | +0.8% | -61.6% | +62.5% | +10.5% |
| 1Y | +14.7% | -64.1% | +78.8% | +26.6% |
| 3Y | +228.8% | -44.5% | +273.2% | +237.0% |
| 5Y | +173.4% | -51.3% | +224.6% | +177.0% |
| 10Y | +319.2% | -25.6% | +344.8% | +298.1% |
| All | +319.2% | -25.6% | +344.8% | +298.1% |
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