+224.1%
GDX vs FANG
+232.6%
-8.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -2.2% | +2.9% | -5.1% | -2.5% |
| 30D | +6.8% | +2.6% | +4.1% | +6.3% |
| 3M | +24.9% | +7.6% | +17.4% | +23.4% |
| 6M | -4.2% | +17.3% | -21.5% | -7.5% |
| YTD | +13.2% | +38.7% | -25.5% | +5.8% |
| 1Y | +40.2% | +51.6% | -11.4% | +28.6% |
| 3Y | +249.6% | +50.0% | +199.6% | +214.4% |
| All | +224.1% | +232.6% | -8.5% | +169.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling