+57.3%
GDXJ vs FAST
+1,686.8%
-1,629.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +2.0% | +4.2% |
| 7D | +16.4% | +3.8% | +12.5% | +15.4% |
| 30D | -1.2% | +8.1% | -9.3% | -3.0% |
| 3M | -3.9% | +5.8% | -9.7% | -5.2% |
| 6M | -10.2% | +24.9% | -35.0% | -14.8% |
| YTD | -0.6% | +38.9% | -39.6% | -8.1% |
| 1Y | +24.3% | +36.5% | -12.1% | +15.4% |
| 3Y | +257.4% | +98.1% | +159.3% | +198.9% |
| 5Y | +166.5% | +109.3% | +57.2% | +117.5% |
| 10Y | +228.5% | +547.9% | -319.4% | +96.4% |
| All | +57.3% | +1,686.8% | -1,629.5% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling