+242.0%
GDXJ vs FSLY
-50.4%
+292.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.3% | +1.0% |
| 7D | +0.9% | +11.2% | -10.2% | +0.3% |
| 30D | +8.8% | -18.2% | +27.0% | +9.8% |
| 3M | +29.8% | +21.9% | +7.9% | +27.8% |
| 6M | -5.8% | +4.0% | -9.8% | -7.9% |
| YTD | +13.6% | +123.1% | -109.5% | +4.9% |
| 1Y | +54.5% | +196.9% | -142.4% | +38.0% |
| 3Y | +301.4% | -1.3% | +302.6% | +276.1% |
| All | +242.0% | -50.4% | +292.5% | +201.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling