+228.9%
GDX vs FLUT
-50.4%
+279.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.0% |
| 7D | -0.4% | -1.6% | +1.2% | -0.3% |
| 30D | +18.6% | +7.7% | +10.9% | +17.9% |
| 3M | +14.9% | -0.7% | +15.6% | +14.4% |
| 6M | -6.3% | -11.2% | +4.9% | -5.9% |
| YTD | +15.7% | -53.4% | +69.2% | +24.7% |
| 1Y | +54.8% | -65.8% | +120.6% | +72.6% |
| 3Y | +253.4% | -44.9% | +298.4% | +263.1% |
| All | +228.9% | -50.4% | +279.2% | +211.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling