+297.5%
GDXJ vs FLUT
-42.9%
+340.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +0.9% | -2.6% | +3.5% | +1.0% |
| 30D | +8.8% | +5.4% | +3.4% | +8.6% |
| 3M | +29.8% | -10.8% | +40.6% | +30.1% |
| 6M | -5.8% | -9.2% | +3.4% | -5.8% |
| YTD | +13.6% | -53.8% | +67.4% | +21.8% |
| 1Y | +54.5% | -66.0% | +120.4% | +70.5% |
| All | +297.5% | -42.9% | +340.4% | +309.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling