+171.4%
GDX vs FAST
+1,492.6%
-1,321.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | +5.4% | +0.7% | +4.8% | +5.3% |
| 30D | -2.8% | +4.6% | -7.4% | -3.8% |
| 3M | +2.5% | +6.4% | -3.9% | +1.0% |
| 6M | -0.1% | +20.6% | -20.7% | -4.4% |
| YTD | 0.0% | +34.7% | -34.7% | -6.7% |
| 1Y | +22.2% | +29.7% | -7.4% | +14.9% |
| 3Y | +201.4% | +89.9% | +111.5% | +156.1% |
| 5Y | +180.6% | +105.0% | +75.7% | +131.7% |
| 10Y | +277.2% | +594.2% | -317.0% | +116.2% |
| All | +171.4% | +1,492.6% | -1,321.2% | +2.3% |
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