+211.8%
GDXJ vs FAST
+506.4%
-294.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | +4.3% | +1.3% | +3.0% | +4.0% |
| 30D | +8.4% | -4.7% | +13.2% | +9.4% |
| 3M | +25.5% | +7.9% | +17.6% | +23.8% |
| 6M | -6.3% | +7.4% | -13.8% | -7.6% |
| YTD | +12.1% | +25.1% | -13.0% | +7.8% |
| 1Y | +51.1% | +4.7% | +46.4% | +49.4% |
| 3Y | +296.1% | +94.7% | +201.4% | +247.5% |
| 5Y | +228.1% | +106.8% | +121.3% | +182.9% |
| 10Y | +211.8% | +507.7% | -295.9% | +162.2% |
| All | +211.8% | +506.4% | -294.6% | +162.2% |
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