+390.2%
GDXJ vs FSLY
0.0%
+390.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.5% | -1.5% |
| 7D | +4.3% | +3.5% | +0.8% | +4.0% |
| 30D | +8.4% | -6.4% | +14.8% | +8.5% |
| 3M | +25.5% | +10.9% | +14.6% | +23.8% |
| 6M | -6.3% | +6.7% | -13.0% | -9.2% |
| YTD | +12.1% | +111.1% | -99.0% | +1.1% |
| 1Y | +51.1% | +185.8% | -134.7% | +31.2% |
| 3Y | +296.1% | -6.6% | +302.6% | +263.9% |
| 5Y | +228.1% | -52.4% | +280.5% | +200.3% |
| All | +390.2% | 0.0% | +390.2% | +273.6% |
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