+212.7%
GDX vs FLUT
-45.9%
+258.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -6.8% | -0.7% | -6.1% | -6.8% |
| 30D | -2.1% | +9.3% | -11.4% | -2.4% |
| 3M | -7.5% | -17.5% | +10.0% | -7.2% |
| 6M | -15.2% | -14.6% | -0.6% | -15.4% |
| YTD | -4.8% | -62.3% | +57.5% | +0.7% |
| 1Y | +6.7% | -59.6% | +66.4% | +12.2% |
| 3Y | +212.7% | -45.3% | +258.0% | +212.7% |
| All | +212.7% | -45.9% | +258.7% | +212.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling