+419.0%
GDX vs FSLY
-4.2%
+423.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.1% |
| 7D | -0.4% | -10.6% | +10.2% | +0.1% |
| 30D | +18.6% | -20.9% | +39.5% | +19.6% |
| 3M | +14.9% | +3.4% | +11.5% | +14.2% |
| 6M | -6.3% | +2.7% | -9.0% | -7.9% |
| YTD | +15.7% | +102.3% | -86.5% | +8.7% |
| 1Y | +54.8% | +182.1% | -127.2% | +41.7% |
| 3Y | +253.4% | -14.6% | +268.0% | +236.8% |
| 5Y | +219.7% | -55.9% | +275.6% | +201.8% |
| All | +419.0% | -4.2% | +423.3% | +350.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling