+189.5%
GDX vs FLUT
+472.2%
-282.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.1% | +4.4% |
| 7D | +15.6% | -6.5% | +22.0% | +15.9% |
| 30D | +2.4% | +2.8% | -0.3% | +2.3% |
| 3M | +1.7% | -13.5% | +15.2% | +2.4% |
| 6M | -3.3% | -19.0% | +15.7% | -2.7% |
| YTD | +6.6% | -61.9% | +68.5% | +11.6% |
| 1Y | +27.0% | -63.2% | +90.2% | +33.1% |
| 3Y | +243.4% | -46.0% | +289.4% | +249.7% |
| 5Y | +194.2% | -51.8% | +246.0% | +197.5% |
| 10Y | +310.1% | -26.1% | +336.2% | +307.5% |
| All | +189.5% | +472.2% | -282.7% | +189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling