-28.3%
FSLY vs GPC
+58.6%
-86.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +11.8% | -1.3% | +13.1% | +12.2% |
| 30D | -36.5% | -6.0% | -30.5% | -35.3% |
| 3M | -39.7% | -7.6% | -32.1% | -38.5% |
| 6M | -9.7% | +24.2% | -33.9% | -18.8% |
| YTD | +68.9% | +2.7% | +66.2% | +60.9% |
| 1Y | +44.5% | +0.2% | +44.3% | +38.8% |
| 3Y | +4.8% | -0.8% | +5.6% | -1.3% |
| 5Y | -66.0% | +4.4% | -70.5% | -67.8% |
| All | -28.3% | +58.6% | -86.9% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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