+124.7%
GDXJ vs FLUT
-49.0%
+173.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | -4.2% |
| 7D | -4.9% | -1.2% | -3.7% | -4.8% |
| 30D | -10.0% | +5.0% | -15.0% | -10.5% |
| 3M | -16.6% | -16.4% | -0.2% | -15.2% |
| 6M | -23.3% | -14.6% | -8.7% | -22.8% |
| YTD | -12.4% | -61.9% | +49.4% | -1.7% |
| 1Y | +0.5% | -65.0% | +65.5% | +14.2% |
| 3Y | +220.5% | -44.8% | +265.3% | +227.3% |
| 5Y | +124.7% | -49.9% | +174.6% | +124.6% |
| All | +124.7% | -49.0% | +173.7% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling