+352.3%
GDX vs FSLY
-24.5%
+376.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.1% | -5.5% |
| 7D | +11.5% | -22.9% | +34.4% | +12.5% |
| 30D | -3.1% | -44.6% | +41.4% | -0.8% |
| 3M | -4.4% | -41.5% | +37.1% | -2.8% |
| 6M | -8.6% | -20.8% | +12.3% | -8.6% |
| YTD | +0.8% | +59.5% | -58.7% | -4.8% |
| 1Y | +14.7% | +36.1% | -21.5% | +9.2% |
| 3Y | +228.8% | -1.0% | +229.7% | +207.4% |
| 5Y | +173.4% | -66.9% | +240.3% | +160.9% |
| All | +352.3% | -24.5% | +376.7% | +294.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling