+177.3%
GDX vs FLUT
+470.2%
-292.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.2% |
| 7D | +13.6% | -1.1% | +14.7% | +13.7% |
| 30D | +2.5% | +7.7% | -5.2% | +2.1% |
| 3M | +4.4% | -12.2% | +16.5% | +4.9% |
| 6M | -5.2% | -17.6% | +12.3% | -4.7% |
| YTD | +2.1% | -62.0% | +64.1% | +6.9% |
| 1Y | +24.7% | -62.3% | +87.0% | +30.5% |
| 3Y | +211.3% | -52.0% | +263.2% | +218.9% |
| 5Y | +186.7% | -51.8% | +238.4% | +189.9% |
| 10Y | +285.3% | -26.3% | +311.6% | +282.9% |
| All | +177.3% | +470.2% | -292.9% | +176.9% |
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