+76.6%
FSLY vs GGLL
+195.8%
-119.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | 0.0% |
| 7D | -22.4% | +6.3% | -28.8% | -23.6% |
| 30D | -45.5% | -35.1% | -10.4% | -37.9% |
| 3M | -30.4% | -37.7% | +7.3% | -20.3% |
| 6M | -22.1% | -54.1% | +32.0% | -3.7% |
| YTD | +57.0% | -29.4% | +86.4% | +61.3% |
| 1Y | +38.2% | -13.4% | +51.6% | +29.9% |
| 3Y | -2.5% | +158.3% | -160.8% | -52.5% |
| All | +76.6% | +195.8% | -119.2% | -27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling