-3.5%
FSLY vs GDDY
+30.2%
-33.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +0.9% |
| 7D | +12.5% | -3.2% | +15.7% | +14.1% |
| 30D | -18.8% | +6.8% | -25.6% | -23.6% |
| 3M | +22.7% | +30.5% | -7.8% | -2.9% |
| 6M | -3.7% | +13.3% | -17.0% | -19.8% |
| YTD | +127.5% | -21.0% | +148.5% | +141.0% |
| 1Y | +193.5% | -34.0% | +227.5% | +258.5% |
| 3Y | -1.3% | +33.1% | -34.4% | -38.3% |
| 5Y | -47.3% | +30.3% | -77.7% | -64.7% |
| All | -3.5% | +30.2% | -33.7% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling