+221.5%
GDXJ vs FAST
+97.8%
+123.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -8.1% | +4.2% | -12.2% | -8.8% |
| 30D | -5.5% | +6.7% | -12.1% | -6.6% |
| 3M | -14.6% | +8.0% | -22.6% | -15.9% |
| 6M | -23.2% | +27.4% | -50.6% | -26.7% |
| YTD | -13.0% | +40.5% | -53.5% | -17.6% |
| 1Y | +2.8% | +38.4% | -35.6% | -2.6% |
| 3Y | +221.5% | +98.7% | +122.8% | +171.5% |
| All | +221.5% | +97.8% | +123.7% | +171.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling