+119.8%
GDX vs FANG
+1,395.6%
-1,275.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | +1.9% | -0.4% | +2.3% | +1.9% |
| 30D | +9.9% | +2.4% | +7.5% | +9.6% |
| 3M | +28.2% | +4.9% | +23.3% | +27.2% |
| 6M | -2.9% | +12.0% | -14.9% | -4.8% |
| YTD | +16.0% | +37.1% | -21.1% | +10.9% |
| 1Y | +49.9% | +52.3% | -2.4% | +41.4% |
| 3Y | +263.6% | +45.0% | +218.6% | +241.5% |
| 5Y | +233.6% | +231.0% | +2.6% | +183.8% |
| 10Y | +315.3% | +177.5% | +137.9% | +221.7% |
| All | +119.8% | +1,395.6% | -1,275.8% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling