+211.3%
GDX vs FAST
+91.8%
+119.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +13.6% | +2.1% | +11.6% | +13.3% |
| 30D | +2.5% | +6.9% | -4.4% | +1.4% |
| 3M | +4.4% | +4.8% | -0.5% | +3.5% |
| 6M | -5.2% | +19.8% | -25.0% | -8.0% |
| YTD | +2.1% | +34.9% | -32.8% | -1.7% |
| 1Y | +24.7% | +32.8% | -8.1% | +20.1% |
| 3Y | +211.3% | +93.7% | +117.5% | +175.8% |
| All | +211.3% | +91.8% | +119.5% | +175.8% |
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