+382.0%
GDXJ vs FSLY
+7.7%
+374.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.9% |
| 7D | -2.8% | +12.5% | -15.3% | -3.6% |
| 30D | +5.0% | -18.8% | +23.8% | +6.3% |
| 3M | +24.1% | +22.7% | +1.4% | +21.5% |
| 6M | -7.4% | -3.7% | -3.7% | -9.4% |
| YTD | +10.2% | +127.5% | -117.3% | -1.1% |
| 1Y | +42.5% | +193.5% | -151.0% | +23.8% |
| 3Y | +285.7% | -1.3% | +287.0% | +253.2% |
| 5Y | +231.9% | -47.3% | +279.2% | +201.3% |
| All | +382.0% | +7.7% | +374.3% | +265.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling