+257.4%
GDXJ vs FAST
+96.6%
+160.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.7% |
| 3M | -3.9% | +5.8% | -9.7% | -4.9% |
| 6M | -10.2% | +24.9% | -35.0% | -13.8% |
| YTD | -0.6% | +38.9% | -39.6% | -5.7% |
| 1Y | +24.3% | +36.5% | -12.1% | +18.2% |
| 3Y | +257.4% | +98.1% | +159.3% | +201.1% |
| All | +257.4% | +96.6% | +160.8% | +201.1% |
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