+127.5%
FSLY vs GGLL
+328.7%
-201.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.8% |
| 7D | -10.6% | -4.8% | -5.9% | -9.2% |
| 30D | -20.9% | -13.7% | -7.2% | -17.2% |
| 3M | +3.4% | -21.9% | +25.3% | +9.7% |
| 6M | +2.7% | +11.7% | -8.9% | -7.1% |
| YTD | +102.3% | +2.3% | +100.0% | +87.1% |
| 1Y | +182.1% | +76.2% | +105.9% | +107.3% |
| 3Y | -14.6% | +245.0% | -259.6% | -60.8% |
| All | +127.5% | +328.7% | -201.2% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling