-5.3%
FSLY vs GAP
+21.6%
-26.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | +7.5% | -6.3% | +13.8% | +9.5% |
| 30D | -21.1% | -0.2% | -20.9% | -21.7% |
| 3M | +21.8% | 0.0% | +21.8% | +20.5% |
| 6M | -0.1% | -8.1% | +8.0% | +1.0% |
| YTD | +123.1% | -16.5% | +139.6% | +129.7% |
| 1Y | +208.6% | -10.5% | +219.0% | +209.1% |
| 3Y | -1.3% | +104.0% | -105.2% | -30.4% |
| 5Y | -48.4% | +6.8% | -55.1% | -59.3% |
| All | -5.3% | +21.6% | -26.9% | -17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling