+24.8%
GDX vs FSLY
+161.0%
-136.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.2% | +9.0% |
| 7D | +0.8% | -22.2% | +22.9% | +0.8% |
| 30D | -3.2% | -19.1% | +15.9% | -3.2% |
| 3M | +8.6% | -15.7% | +24.3% | +8.6% |
| 6M | -1.2% | -23.5% | +22.2% | -1.6% |
| YTD | -1.4% | +106.6% | -108.0% | +5.6% |
| 1Y | +24.8% | +164.3% | -139.5% | +31.8% |
| All | +24.8% | +161.0% | -136.2% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 1y: compounded portfolio wealth divided by compounded FSLY 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…
1y analysis · Full analysis span regression · 6 months rolling