+230.1%
GDX vs ASTS
+274.8%
-44.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.7% | -10.2% | -1.9% |
| 7D | +0.7% | +2.8% | -2.1% | +0.5% |
| 30D | -3.8% | -28.8% | +25.1% | -2.6% |
| 3M | -5.4% | -48.9% | +43.4% | -3.1% |
| 6M | -12.7% | -55.6% | +42.9% | -10.5% |
| YTD | -0.7% | -49.6% | +48.9% | +1.3% |
| 1Y | +11.9% | -46.1% | +57.9% | +13.7% |
| 3Y | +223.9% | +749.7% | -525.8% | +211.1% |
| 5Y | +163.2% | +193.2% | -30.0% | +154.0% |
| All | +230.1% | +274.8% | -44.7% | +193.7% |
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