+319.2%
GDX vs FAST
+545.6%
-226.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.5% |
| 7D | +11.5% | +4.8% | +6.7% | +10.9% |
| 30D | -3.1% | +8.6% | -11.7% | -4.0% |
| 3M | -4.4% | +5.7% | -10.1% | -5.0% |
| 6M | -8.6% | +25.5% | -34.0% | -10.8% |
| YTD | +0.8% | +39.6% | -38.8% | -2.6% |
| 1Y | +14.7% | +35.5% | -20.8% | +11.0% |
| 3Y | +228.8% | +96.2% | +132.6% | +205.0% |
| 5Y | +173.4% | +110.2% | +63.2% | +149.2% |
| 10Y | +319.2% | +531.8% | -212.6% | +274.0% |
| All | +319.2% | +545.6% | -226.4% | +274.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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