-4.3%
FSLY vs GPC
+1.0%
-5.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.4% |
| 7D | -31.4% | +1.6% | -33.0% | -31.6% |
| 30D | -37.3% | -2.1% | -35.2% | -37.2% |
| 3M | -30.1% | -6.8% | -23.3% | -29.3% |
| 6M | -49.8% | +18.6% | -68.4% | -53.5% |
| YTD | +55.7% | +2.7% | +53.0% | +47.5% |
| 1Y | +44.5% | +1.8% | +42.7% | +37.0% |
| 3Y | -4.3% | +1.1% | -5.4% | -23.2% |
| All | -4.3% | +1.0% | -5.3% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling