+37.8%
GDXJ vs FLUT
+162.6%
-124.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -8.1% | -0.7% | -7.4% | -8.0% |
| 30D | -5.5% | +9.3% | -14.7% | -6.3% |
| 3M | -14.6% | -17.5% | +2.9% | -13.4% |
| 6M | -23.2% | -14.6% | -8.6% | -22.8% |
| YTD | -13.0% | -62.3% | +49.3% | -6.0% |
| 1Y | +2.8% | -59.6% | +62.4% | +10.3% |
| 3Y | +221.5% | -45.3% | +266.8% | +230.6% |
| 5Y | +123.4% | -50.4% | +173.8% | +126.6% |
| 10Y | +238.2% | -26.8% | +265.0% | +234.9% |
| All | +37.8% | +162.6% | -124.8% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling