+47.4%
GDX vs FLUT
-66.0%
+113.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.8% |
| 7D | +4.0% | +3.8% | +0.1% | +4.2% |
| 30D | +9.5% | +6.3% | +3.2% | +9.9% |
| 3M | +25.1% | -4.0% | +29.1% | +24.3% |
| 6M | -2.9% | -10.3% | +7.4% | -3.3% |
| YTD | +14.7% | -53.2% | +67.9% | +25.5% |
| 1Y | +47.4% | -65.0% | +112.5% | +63.2% |
| All | +47.4% | -66.0% | +113.4% | +63.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling