+79.5%
GDXJ vs FAST
+1,515.9%
-1,436.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 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