-10.4%
FSLY vs GPC
+73.1%
-83.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.9% | +7.3% | +5.4% |
| 7D | +3.5% | +0.2% | +3.3% | +3.3% |
| 30D | -6.4% | -0.4% | -6.0% | -6.5% |
| 3M | +10.9% | +39.2% | -28.3% | -3.8% |
| 6M | +6.7% | +18.2% | -11.5% | -1.5% |
| YTD | +111.1% | +12.1% | +99.0% | +96.1% |
| 1Y | +185.8% | -0.7% | +186.4% | +178.8% |
| 3Y | -6.6% | -1.7% | -4.9% | -10.8% |
| 5Y | -52.4% | +29.3% | -81.7% | -57.0% |
| All | -10.4% | +73.1% | -83.5% | -18.1% |
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