-5.3%
FSLY vs GFI
+1,477.4%
-1,482.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.7% |
| 7D | +11.2% | +4.7% | +6.5% | +10.7% |
| 30D | -18.2% | +14.4% | -32.6% | -19.1% |
| 3M | +21.9% | +32.5% | -10.6% | +18.7% |
| 6M | +4.0% | -7.2% | +11.2% | +3.9% |
| YTD | +123.1% | +10.9% | +112.2% | +116.5% |
| 1Y | +196.9% | +35.5% | +161.4% | +180.6% |
| 3Y | -1.3% | +312.1% | -313.4% | -20.1% |
| 5Y | -50.2% | +524.6% | -574.8% | -63.0% |
| All | -5.3% | +1,477.4% | -1,482.7% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling