-14.2%
FSLY vs GAP
+30.4%
-44.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | -10.6% | -4.5% | -6.2% | -9.4% |
| 30D | -20.9% | +9.0% | -29.9% | -23.4% |
| 3M | +3.4% | +5.0% | -1.6% | +0.9% |
| 6M | +2.7% | -17.8% | +20.6% | +7.2% |
| YTD | +102.3% | -10.4% | +112.7% | +104.1% |
| 1Y | +182.1% | -3.4% | +185.4% | +176.4% |
| 3Y | -14.6% | +111.5% | -126.0% | -40.3% |
| 5Y | -55.9% | +8.8% | -64.7% | -65.6% |
| All | -14.2% | +30.4% | -44.6% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling