+40.2%
GDX vs FSLY
+210.9%
-170.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +1.1% |
| 7D | -2.2% | +12.5% | -14.7% | -2.2% |
| 30D | +6.8% | -18.8% | +25.6% | +6.7% |
| 3M | +24.9% | +22.7% | +2.3% | +24.9% |
| 6M | -4.2% | -3.7% | -0.5% | -3.9% |
| YTD | +13.2% | +127.5% | -114.3% | +18.9% |
| 1Y | +40.2% | +193.5% | -153.3% | +44.7% |
| All | +40.2% | +210.9% | -170.7% | +44.7% |
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