+301.1%
GDXJ vs FAST
+93.0%
+208.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.2% | -2.6% |
| 7D | +0.2% | -0.4% | +0.5% | +0.2% |
| 30D | +17.9% | -0.8% | +18.6% | +18.1% |
| 3M | +15.3% | +5.8% | +9.6% | +14.3% |
| 6M | -9.4% | +8.0% | -17.4% | -10.7% |
| YTD | +13.4% | +25.6% | -12.2% | +10.4% |
| 1Y | +59.7% | +0.8% | +58.8% | +58.8% |
| All | +301.1% | +93.0% | +208.0% | +273.0% |
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