+236.3%
GDXJ vs FLEX
+717.1%
-480.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.8% | +1.7% |
| 7D | +0.9% | +6.4% | -5.4% | -0.7% |
| 30D | +8.8% | -5.9% | +14.7% | +10.2% |
| 3M | +29.8% | -23.5% | +53.3% | +36.9% |
| 6M | -5.8% | +83.7% | -89.5% | -22.3% |
| YTD | +13.6% | +86.5% | -72.9% | -6.9% |
| 1Y | +54.5% | +100.5% | -46.0% | +23.9% |
| 3Y | +301.4% | +469.8% | -168.5% | +135.0% |
| 5Y | +236.3% | +725.7% | -489.3% | +71.4% |
| All | +236.3% | +717.1% | -480.7% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling