+233.6%
GDX vs FSLY
-49.3%
+282.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | +0.9% |
| 7D | +1.9% | +11.2% | -9.3% | +1.5% |
| 30D | +9.9% | -18.2% | +28.1% | +10.6% |
| 3M | +28.2% | +21.9% | +6.3% | +26.9% |
| 6M | -2.9% | +4.0% | -6.9% | -4.3% |
| YTD | +16.0% | +123.1% | -107.1% | +10.4% |
| 1Y | +49.9% | +196.9% | -147.0% | +39.7% |
| 3Y | +263.6% | -1.3% | +264.8% | +249.1% |
| 5Y | +233.6% | -50.2% | +283.8% | +199.6% |
| All | +233.6% | -49.3% | +282.9% | +199.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling