+185.4%
GDX vs FLUT
-50.5%
+235.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.3% |
| 7D | +13.6% | -1.1% | +14.7% | +13.7% |
| 30D | +2.5% | +7.7% | -5.2% | +1.7% |
| 3M | +4.4% | -12.2% | +16.5% | +5.4% |
| 6M | -5.2% | -17.6% | +12.3% | -4.5% |
| YTD | +2.1% | -62.0% | +64.1% | +12.1% |
| 1Y | +24.7% | -62.3% | +87.0% | +36.8% |
| 3Y | +211.3% | -52.0% | +263.2% | +222.0% |
| All | +185.4% | -50.5% | +235.9% | +186.4% |
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