+79.8%
GDXJ vs FLR
+43.7%
+36.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.9% |
| 7D | +0.9% | -3.1% | +4.1% | +1.5% |
| 30D | +8.8% | +4.9% | +3.9% | +7.8% |
| 3M | +29.8% | +10.8% | +19.0% | +27.1% |
| 6M | -5.8% | +19.7% | -25.5% | -9.3% |
| YTD | +13.6% | +38.4% | -24.8% | +6.7% |
| 1Y | +54.5% | +34.7% | +19.8% | +45.6% |
| 3Y | +301.4% | +56.7% | +244.7% | +257.8% |
| 5Y | +236.3% | +241.6% | -5.3% | +161.6% |
| 10Y | +240.1% | +20.2% | +219.9% | +196.5% |
| All | +79.8% | +43.7% | +36.2% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling