+228.9%
GDX vs FAST
+100.5%
+128.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -2.9% | -2.4% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | +18.6% | -0.8% | +19.4% | +18.9% |
| 3M | +14.9% | +5.8% | +9.1% | +13.5% |
| 6M | -6.3% | +8.0% | -14.2% | -8.0% |
| YTD | +15.7% | +25.6% | -9.9% | +10.3% |
| 1Y | +54.8% | +0.8% | +54.0% | +53.9% |
| 3Y | +253.4% | +86.1% | +167.3% | +196.2% |
| All | +228.9% | +100.5% | +128.3% | +158.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling