+285.7%
GDXJ vs FSLY
+1.6%
+284.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +1.0% |
| 7D | -2.8% | +12.5% | -15.3% | -3.1% |
| 30D | +5.0% | -18.8% | +23.8% | +5.5% |
| 3M | +24.1% | +22.7% | +1.4% | +23.1% |
| 6M | -7.4% | -3.7% | -3.7% | -8.1% |
| YTD | +10.2% | +127.5% | -117.3% | +7.0% |
| 1Y | +42.5% | +193.5% | -151.0% | +35.4% |
| 3Y | +285.7% | -1.3% | +287.0% | +256.7% |
| All | +285.7% | +1.6% | +284.1% | +256.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling