+44.1%
GDXJ vs FLUT
-66.2%
+110.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -4.0% |
| 7D | -6.2% | -3.6% | -2.6% | -6.3% |
| 30D | +4.6% | -0.3% | +5.0% | +4.5% |
| 3M | +31.3% | -12.6% | +43.9% | +30.0% |
| 6M | -10.7% | -8.0% | -2.7% | -11.1% |
| YTD | +9.1% | -54.1% | +63.2% | +21.8% |
| 1Y | +44.1% | -66.1% | +110.2% | +66.7% |
| All | +44.1% | -66.2% | +110.3% | +66.7% |
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