+228.5%
GDXJ vs FAST
+606.6%
-378.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +2.0% | +4.4% |
| 7D | +16.4% | +3.8% | +12.5% | +15.6% |
| 30D | -1.2% | +8.1% | -9.3% | -2.5% |
| 3M | -3.9% | +5.8% | -9.7% | -4.9% |
| 6M | -10.2% | +24.9% | -35.0% | -13.6% |
| YTD | -0.6% | +38.9% | -39.6% | -6.1% |
| 1Y | +24.3% | +36.5% | -12.1% | +17.8% |
| 3Y | +257.4% | +98.1% | +159.3% | +213.9% |
| 5Y | +166.5% | +109.3% | +57.2% | +128.9% |
| 10Y | +228.5% | +547.9% | -319.4% | +194.4% |
| All | +228.5% | +606.6% | -378.1% | +194.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling