+79.5%
GDXJ vs FLEX
+1,924.0%
-1,844.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.8% |
| 7D | +0.2% | -0.9% | +1.1% | +0.4% |
| 30D | +17.9% | -10.1% | +28.0% | +20.5% |
| 3M | +15.3% | -31.3% | +46.7% | +24.4% |
| 6M | -9.4% | +71.3% | -80.7% | -22.2% |
| YTD | +13.4% | +81.2% | -67.8% | -4.1% |
| 1Y | +59.7% | +98.5% | -38.8% | +32.0% |
| 3Y | +283.6% | +428.2% | -144.7% | +146.0% |
| 5Y | +217.6% | +657.3% | -439.7% | +84.4% |
| 10Y | +225.7% | +995.9% | -770.3% | +57.8% |
| All | +79.5% | +1,924.0% | -1,844.4% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling