+402.1%
GDX vs FSLY
+5.6%
+396.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -5.4% | +7.5% | -12.9% | -5.7% |
| 30D | +6.6% | -21.1% | +27.6% | +7.6% |
| 3M | +30.1% | +21.8% | +8.3% | +28.4% |
| 6M | -7.1% | -0.1% | -7.0% | -8.6% |
| YTD | +12.0% | +123.1% | -111.1% | +4.7% |
| 1Y | +41.2% | +208.6% | -167.4% | +28.7% |
| 3Y | +251.0% | -1.3% | +252.2% | +231.8% |
| 5Y | +226.7% | -48.4% | +275.1% | +205.8% |
| All | +402.1% | +5.6% | +396.5% | +334.0% |
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