+214.2%
GDX vs FAST
+1,385.7%
-1,171.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.8% |
| 3M | +14.9% | +5.8% | +9.1% | +13.4% |
| 6M | -6.3% | +8.0% | -14.2% | -8.0% |
| YTD | +15.7% | +25.6% | -9.9% | +9.7% |
| 1Y | +54.8% | +0.8% | +54.0% | +53.7% |
| 3Y | +253.4% | +86.1% | +167.3% | +201.4% |
| 5Y | +219.7% | +100.2% | +119.5% | +165.3% |
| 10Y | +300.2% | +494.2% | -194.0% | +139.1% |
| All | +214.2% | +1,385.7% | -1,171.5% | +20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling