-14.2%
FSLY vs GPC
+78.2%
-92.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.9% |
| 7D | -10.6% | +1.2% | -11.8% | -11.0% |
| 30D | -20.9% | +6.0% | -26.9% | -22.8% |
| 3M | +3.4% | +42.6% | -39.2% | -11.0% |
| 6M | +2.7% | +22.8% | -20.0% | -6.4% |
| YTD | +102.3% | +15.5% | +86.8% | +86.0% |
| 1Y | +182.1% | +2.0% | +180.0% | +172.7% |
| 3Y | -14.6% | -1.4% | -13.1% | -18.4% |
| 5Y | -55.9% | +30.6% | -86.5% | -60.5% |
| All | -14.2% | +78.2% | -92.4% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling