+11.9%
GDX vs FSLY
+43.8%
-31.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.3% | -7.8% | -1.5% |
| 7D | +0.7% | -17.9% | +18.7% | +0.7% |
| 30D | -3.8% | -34.7% | +30.9% | -3.7% |
| 3M | -5.4% | -40.0% | +34.6% | -5.5% |
| 6M | -12.7% | -11.8% | -0.8% | -12.6% |
| YTD | -0.7% | +69.5% | -70.2% | +7.7% |
| 1Y | +11.9% | +44.0% | -32.1% | +23.6% |
| All | +11.9% | +43.8% | -31.9% | +23.6% |
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 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