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  • GDXJ vs FAST✓SelectedUSD · FASTGDXJ vs FAST performance historyLatest closeAs of-2.49%09/04
Stock and ETF performance explorer

GDXJ vs FAST

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+79.5%
FAST return
+1,515.9%
Excess return
-1,436.3%
Maximum drawdown
-88.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFASTExcessAlpha
1D-2.5%+0.8%-3.2%-2.7%
7D+0.2%-0.4%+0.5%+0.3%
30D+17.9%-0.8%+18.6%+18.1%
3M+15.3%+5.8%+9.6%+13.7%
6M-9.4%+8.0%-17.4%-11.2%
YTD+13.4%+25.6%-12.2%+7.4%
1Y+59.7%+0.8%+58.8%+58.5%
3Y+283.6%+86.1%+197.5%+225.1%
5Y+217.6%+100.2%+117.4%+162.1%
10Y+225.7%+494.2%-268.5%+98.3%
All+79.5%+1,515.9%-1,436.3%-49.8%

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