+327.9%
GDX vs FSLY
-20.0%
+348.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.5% | -3.9% |
| 7D | -4.6% | +11.8% | -16.3% | -5.1% |
| 30D | -6.2% | -36.5% | +30.4% | -4.5% |
| 3M | -10.0% | -39.7% | +29.7% | -8.6% |
| 6M | -15.8% | -9.7% | -6.1% | -16.3% |
| YTD | -4.6% | +68.9% | -73.4% | -10.2% |
| 1Y | +4.0% | +44.5% | -40.4% | -1.2% |
| 3Y | +211.1% | +4.8% | +206.3% | +190.1% |
| 5Y | +152.3% | -66.0% | +218.3% | +140.6% |
| All | +327.9% | -20.0% | +348.0% | +272.4% |
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