-0.1%
FSLY vs GDDY
+5.5%
-5.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | +0.4% |
| 7D | +7.5% | -7.0% | +14.5% | +6.7% |
| 30D | -21.1% | +6.2% | -27.3% | -20.7% |
| 3M | +21.8% | +20.0% | +1.7% | +24.1% |
| 6M | -0.1% | +6.8% | -7.0% | -4.0% |
| All | -0.1% | +5.5% | -5.7% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling