+194.2%
GDX vs FSLY
-69.6%
+263.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.4% |
| 7D | +15.6% | -22.4% | +38.0% | +16.4% |
| 30D | +2.4% | -45.5% | +47.9% | +4.4% |
| 3M | +1.7% | -30.4% | +32.1% | +2.4% |
| 6M | -3.3% | -22.1% | +18.8% | -3.3% |
| YTD | +6.6% | +57.0% | -50.3% | +2.3% |
| 1Y | +27.0% | +38.2% | -11.3% | +22.6% |
| 3Y | +243.4% | -2.5% | +245.9% | +225.4% |
| 5Y | +194.2% | -68.8% | +263.0% | +183.0% |
| All | +194.2% | -69.6% | +263.8% | +183.0% |
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 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