+45.3%
FSLY vs GPC
-0.7%
+46.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.3% |
| 7D | +4.9% | +0.4% | +4.4% | +4.9% |
| 30D | -33.5% | -6.3% | -27.2% | -33.9% |
| 3M | -44.6% | -8.2% | -36.5% | -44.9% |
| 6M | -9.2% | +27.1% | -36.3% | -10.3% |
| YTD | +63.3% | +3.1% | +60.1% | +60.5% |
| 1Y | +45.3% | +0.1% | +45.2% | +42.6% |
| All | +45.3% | -0.7% | +46.0% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling