+14.7%
GDX vs FSLY
+38.2%
-23.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.1% | -5.4% |
| 7D | +11.5% | -22.9% | +34.4% | +11.4% |
| 30D | -3.1% | -44.6% | +41.4% | -3.2% |
| 3M | -4.4% | -41.5% | +37.1% | -4.5% |
| 6M | -8.6% | -20.8% | +12.3% | -8.6% |
| YTD | +0.8% | +59.5% | -58.7% | +9.4% |
| 1Y | +14.7% | +36.1% | -21.5% | +26.7% |
| All | +14.7% | +38.2% | -23.6% | +26.7% |
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