-47.3%
FSLY vs GDDY
+29.8%
-77.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.0% |
| 7D | +12.5% | -3.2% | +15.7% | +13.9% |
| 30D | -18.8% | +6.8% | -25.6% | -23.1% |
| 3M | +22.7% | +30.5% | -7.8% | -1.5% |
| 6M | -3.7% | +13.3% | -17.0% | -18.8% |
| YTD | +127.5% | -21.0% | +148.5% | +149.5% |
| 1Y | +193.5% | -34.0% | +227.5% | +276.7% |
| 3Y | -1.3% | +33.1% | -34.4% | -47.6% |
| All | -47.3% | +29.8% | -77.0% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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