+21.8%
GDXJ vs FSLY
+161.0%
-139.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.2% | +9.8% | +9.6% |
| 7D | -0.2% | -22.2% | +22.0% | -0.1% |
| 30D | -7.6% | -19.1% | +11.5% | -7.5% |
| 3M | +2.3% | -15.7% | +18.0% | +2.4% |
| 6M | -7.8% | -23.5% | +15.7% | -8.3% |
| YTD | -8.4% | +106.6% | -115.0% | -0.3% |
| 1Y | +21.8% | +164.3% | -142.5% | +30.7% |
| All | +21.8% | +161.0% | -139.2% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling