+211.8%
GDXJ vs FLUT
-11.0%
+222.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -6.2% | -3.6% | -2.6% | -5.8% |
| 30D | +4.6% | -0.3% | +5.0% | +4.6% |
| 3M | +31.3% | -12.6% | +43.9% | +32.6% |
| 6M | -10.7% | -8.0% | -2.7% | -10.6% |
| YTD | +9.1% | -54.1% | +63.2% | +18.8% |
| 1Y | +44.1% | -66.1% | +110.2% | +62.9% |
| 3Y | +285.4% | -45.0% | +330.4% | +299.9% |
| 5Y | +228.4% | -51.2% | +279.6% | +233.7% |
| All | +211.8% | -11.0% | +222.8% | +194.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling