+79.8%
GDXJ vs FLUT
+221.5%
-141.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | +0.9% | -2.6% | +3.5% | +1.2% |
| 30D | +8.8% | +5.4% | +3.4% | +8.3% |
| 3M | +29.8% | -10.8% | +40.6% | +30.6% |
| 6M | -5.8% | -9.2% | +3.4% | -5.7% |
| YTD | +13.6% | -53.8% | +67.4% | +20.9% |
| 1Y | +54.5% | -66.0% | +120.4% | +69.0% |
| 3Y | +301.4% | -44.7% | +346.0% | +313.3% |
| 5Y | +236.3% | -50.6% | +286.9% | +240.3% |
| 10Y | +240.1% | -10.4% | +250.5% | +231.7% |
| All | +79.8% | +221.5% | -141.6% | +73.6% |
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 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