+211.8%
GDXJ vs FLEX
+1,045.7%
-833.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.2% | -3.1% |
| 7D | -6.2% | +0.1% | -6.3% | -6.3% |
| 30D | +4.6% | -11.8% | +16.4% | +7.2% |
| 3M | +31.3% | -22.6% | +53.8% | +36.9% |
| 6M | -10.7% | +77.3% | -88.0% | -22.6% |
| YTD | +9.1% | +78.8% | -69.7% | -5.8% |
| 1Y | +44.1% | +86.1% | -41.9% | +23.2% |
| 3Y | +285.4% | +446.2% | -160.8% | +160.2% |
| 5Y | +228.4% | +689.7% | -461.3% | +104.0% |
| All | +211.8% | +1,045.7% | -833.9% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling