+231.2%
GDXJ vs FLEX
+608.2%
-377.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.2% |
| 7D | -8.1% | +7.5% | -15.5% | -9.5% |
| 30D | -5.5% | -25.3% | +19.8% | -0.5% |
| 3M | -14.6% | -39.7% | +25.1% | -6.1% |
| 6M | -23.2% | -47.9% | +24.7% | -13.8% |
| YTD | -13.0% | +24.1% | -37.1% | -19.7% |
| 1Y | +2.8% | +26.0% | -23.2% | -5.7% |
| 3Y | +221.5% | +282.7% | -61.2% | +131.5% |
| 5Y | +123.4% | +424.2% | -300.9% | +49.1% |
| All | +231.2% | +608.2% | -377.0% | +92.2% |
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