+182.1%
FSLY vs GAP
+1.5%
+180.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -10.6% | -4.5% | -6.2% | -9.9% |
| 30D | -20.9% | +9.0% | -29.9% | -22.3% |
| 3M | +3.4% | +5.0% | -1.6% | +2.4% |
| 6M | +2.7% | -17.8% | +20.6% | +5.4% |
| YTD | +102.3% | -10.4% | +112.7% | +103.6% |
| 1Y | +182.1% | -3.4% | +185.4% | +189.5% |
| All | +182.1% | +1.5% | +180.6% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling