+208.6%
FSLY vs GAP
-9.4%
+217.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | +7.5% | -6.3% | +13.8% | +8.6% |
| 30D | -21.1% | -0.2% | -20.9% | -21.4% |
| 3M | +21.8% | 0.0% | +21.8% | +21.4% |
| 6M | -0.1% | -8.1% | +8.0% | +1.3% |
| YTD | +123.1% | -16.5% | +139.6% | +127.1% |
| 1Y | +208.6% | -10.5% | +219.0% | +226.2% |
| All | +208.6% | -9.4% | +217.9% | +226.2% |
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