-3.5%
FSLY vs GFI
+1,412.6%
-1,416.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.1% |
| 7D | +12.5% | -4.9% | +17.3% | +13.0% |
| 30D | -18.8% | +10.7% | -29.6% | -19.6% |
| 3M | +22.7% | +25.6% | -3.0% | +20.0% |
| 6M | -3.7% | -8.3% | +4.6% | -3.7% |
| YTD | +127.5% | +6.3% | +121.2% | +121.6% |
| 1Y | +193.5% | +22.1% | +171.5% | +180.3% |
| 3Y | -1.3% | +289.2% | -290.5% | -19.7% |
| 5Y | -47.3% | +531.7% | -579.0% | -61.0% |
| All | -3.5% | +1,412.6% | -1,416.1% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling