-40.3%
FSLY vs FGI
-70.6%
+30.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.8% | +3.1% |
| 7D | -31.4% | -7.0% | -24.5% | -31.2% |
| 30D | -37.3% | -4.2% | -33.1% | -37.2% |
| 3M | -30.1% | +55.6% | -85.7% | -32.9% |
| 6M | -49.8% | -3.2% | -46.6% | -51.0% |
| YTD | +55.7% | +29.1% | +26.6% | +48.2% |
| 1Y | +44.5% | +51.0% | -6.5% | +35.7% |
| 3Y | -4.3% | +1.5% | -5.9% | -13.0% |
| All | -40.3% | -70.6% | +30.3% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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