+83.6%
FSLY vs GGLL
+210.8%
-127.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.6% |
| 7D | +4.9% | +7.7% | -2.8% | +2.4% |
| 30D | -33.5% | -30.2% | -3.3% | -26.1% |
| 3M | -44.6% | -31.3% | -13.4% | -38.5% |
| 6M | -9.2% | -52.1% | +42.9% | +10.9% |
| YTD | +63.3% | -25.9% | +89.1% | +65.2% |
| 1Y | +45.3% | -8.5% | +53.7% | +34.2% |
| 3Y | +3.7% | +165.5% | -161.8% | -49.5% |
| All | +83.6% | +210.8% | -127.1% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling