+24.8%
GDX vs FANG
+32.3%
-7.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -4.9% | +13.9% | +7.7% |
| 7D | +0.8% | -11.3% | +12.1% | -1.9% |
| 30D | -3.2% | -0.7% | -2.6% | -3.3% |
| 3M | +8.6% | -4.2% | +12.7% | +8.1% |
| 6M | -1.2% | -13.5% | +12.2% | -3.2% |
| YTD | -1.4% | +23.7% | -25.1% | -2.5% |
| 1Y | +24.8% | +34.3% | -9.5% | +20.4% |
| All | +24.8% | +32.3% | -7.5% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling