+262.8%
GDX vs FSLY
-11.4%
+274.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.2% |
| 7D | -0.4% | -10.6% | +10.2% | -0.2% |
| 30D | +18.6% | -20.9% | +39.5% | +18.9% |
| 3M | +14.9% | +3.4% | +11.5% | +14.6% |
| 6M | -6.3% | +2.7% | -9.0% | -6.7% |
| YTD | +15.7% | +102.3% | -86.5% | +14.6% |
| 1Y | +54.8% | +182.1% | -127.2% | +50.9% |
| All | +262.8% | -11.4% | +274.2% | +239.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling