+254.3%
GDX vs ASTS
+277.6%
-23.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +14.1% | -9.7% | +3.8% |
| 7D | +15.6% | +1.5% | +14.0% | +15.3% |
| 30D | +2.4% | -27.6% | +30.1% | +3.6% |
| 3M | +1.7% | -48.7% | +50.5% | +4.3% |
| 6M | -3.3% | -50.8% | +47.5% | -1.3% |
| YTD | +6.6% | -49.2% | +55.8% | +8.7% |
| 1Y | +27.0% | -46.7% | +73.7% | +29.0% |
| 3Y | +243.4% | +793.2% | -549.8% | +229.6% |
| 5Y | +194.2% | +195.6% | -1.4% | +183.9% |
| All | +254.3% | +277.6% | -23.3% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 10y: compounded portfolio wealth divided by compounded ASTS 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…
10y analysis · Full analysis span regression · 6 months rolling