-50.2%
FSLY vs GAP
+6.6%
-56.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.6% | +10.2% | +7.4% |
| 7D | +11.2% | -3.2% | +14.3% | +12.4% |
| 30D | -18.2% | -0.7% | -17.5% | -18.8% |
| 3M | +21.9% | -0.5% | +22.4% | +20.5% |
| 6M | +4.0% | -5.0% | +9.0% | +4.0% |
| YTD | +123.1% | -14.7% | +137.8% | +129.0% |
| 1Y | +196.9% | -8.6% | +205.5% | +193.8% |
| 3Y | -1.3% | +108.4% | -109.6% | -44.1% |
| 5Y | -50.2% | +5.8% | -56.0% | -70.0% |
| All | -50.2% | +6.6% | -56.8% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling