+211.3%
GDX vs ASTS
+688.5%
-477.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.1% | -4.9% | +1.8% |
| 7D | +13.6% | -21.1% | +34.7% | +15.0% |
| 30D | +2.5% | -46.7% | +49.2% | +6.0% |
| 3M | +4.4% | -52.0% | +56.4% | +8.4% |
| 6M | -5.2% | -54.3% | +49.0% | -2.0% |
| YTD | +2.1% | -55.5% | +57.6% | +5.8% |
| 1Y | +24.7% | -50.5% | +75.2% | +28.5% |
| 3Y | +211.3% | +706.2% | -495.0% | +215.3% |
| All | +211.3% | +688.5% | -477.3% | +215.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling