+77.5%
GDXJ vs FLUT
+225.9%
-148.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.2% |
| 7D | +4.3% | +3.8% | +0.5% | +4.0% |
| 30D | +8.4% | +6.3% | +2.1% | +7.9% |
| 3M | +25.5% | -4.0% | +29.6% | +25.4% |
| 6M | -6.3% | -10.3% | +4.0% | -6.1% |
| YTD | +12.1% | -53.2% | +65.3% | +19.2% |
| 1Y | +51.1% | -65.0% | +116.1% | +64.8% |
| 3Y | +296.1% | -43.9% | +340.0% | +307.4% |
| 5Y | +228.1% | -49.2% | +277.4% | +231.3% |
| 10Y | +211.8% | -9.2% | +221.0% | +203.8% |
| All | +77.5% | +225.9% | -148.4% | +71.1% |
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