+220.4%
GDXJ vs FLR
+238.1%
-17.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.7% |
| 7D | -2.8% | -3.5% | +0.7% | -1.9% |
| 30D | +5.0% | +4.2% | +0.8% | +3.8% |
| 3M | +24.1% | +8.1% | +16.0% | +20.9% |
| 6M | -7.4% | +21.5% | -28.9% | -12.9% |
| YTD | +10.2% | +36.8% | -26.5% | +0.7% |
| 1Y | +42.5% | +31.2% | +11.3% | +31.5% |
| 3Y | +285.7% | +53.9% | +231.8% | +218.9% |
| All | +220.4% | +238.1% | -17.7% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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