+164.3%
FSLY vs GTLB
+6.1%
+158.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -22.2% | -9.7% | -12.5% | -19.7% |
| 30D | -19.1% | +1.7% | -20.8% | -19.1% |
| 3M | -15.7% | +43.6% | -59.2% | -22.5% |
| 6M | -23.5% | +113.0% | -136.5% | -36.1% |
| YTD | +106.6% | +39.5% | +67.1% | +90.6% |
| 1Y | +164.3% | +12.6% | +151.6% | +153.2% |
| All | +164.3% | +6.1% | +158.2% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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