+21.8%
GDXJ vs FLUT
-63.1%
+84.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.3% | +12.0% | +9.5% |
| 7D | -0.2% | +4.2% | -4.3% | 0.0% |
| 30D | -7.6% | +8.0% | -15.6% | -7.4% |
| 3M | +2.3% | -22.1% | +24.4% | +0.5% |
| 6M | -7.8% | -21.7% | +13.9% | -9.1% |
| YTD | -8.4% | -62.0% | +53.6% | +3.1% |
| 1Y | +21.8% | -63.2% | +85.0% | +38.5% |
| All | +21.8% | -63.1% | +84.9% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling