+75.1%
FSLY vs GGLL
+188.6%
-113.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.6% |
| 7D | -31.4% | +3.1% | -34.5% | -31.8% |
| 30D | -37.3% | -36.3% | -1.0% | -28.1% |
| 3M | -30.1% | -40.4% | +10.2% | -18.8% |
| 6M | -49.8% | -54.6% | +4.8% | -37.7% |
| YTD | +55.7% | -31.1% | +86.8% | +61.3% |
| 1Y | +44.5% | -19.2% | +63.7% | +39.1% |
| 3Y | -4.3% | +151.5% | -155.9% | -52.9% |
| All | +75.1% | +188.6% | -113.5% | -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 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