+182.1%
FSLY vs GFI
+45.3%
+136.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.5% |
| 7D | -10.6% | +3.1% | -13.8% | -10.6% |
| 30D | -20.9% | +27.1% | -48.0% | -20.3% |
| 3M | +3.4% | +21.2% | -17.8% | +3.8% |
| 6M | +2.7% | -4.5% | +7.2% | -0.6% |
| YTD | +102.3% | +11.7% | +90.5% | +85.7% |
| 1Y | +182.1% | +46.0% | +136.0% | +143.3% |
| All | +182.1% | +45.3% | +136.8% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling