+243.4%
GDX vs FAST
+96.6%
+146.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.0% | +1.4% | +3.9% |
| 7D | +15.6% | +3.8% | +11.7% | +14.8% |
| 30D | +2.4% | +8.1% | -5.6% | +1.1% |
| 3M | +1.7% | +5.8% | -4.1% | +0.7% |
| 6M | -3.3% | +24.9% | -28.2% | -6.7% |
| YTD | +6.6% | +38.9% | -32.3% | +2.1% |
| 1Y | +27.0% | +36.5% | -9.5% | +21.7% |
| 3Y | +243.4% | +98.1% | +145.2% | +201.9% |
| All | +243.4% | +96.6% | +146.8% | +201.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling