+182.1%
FSLY vs GGLL
+80.0%
+102.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.1% |
| 7D | -10.6% | -4.8% | -5.9% | -10.0% |
| 30D | -20.9% | -13.7% | -7.2% | -19.2% |
| 3M | +3.4% | -21.9% | +25.3% | +5.9% |
| 6M | +2.7% | +11.7% | -8.9% | -6.0% |
| YTD | +102.3% | +2.3% | +100.0% | +87.3% |
| 1Y | +182.1% | +76.2% | +105.9% | +92.0% |
| All | +182.1% | +80.0% | +102.1% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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