-47.2%
FSLY vs GTLB
-50.1%
+2.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.6% | +2.3% |
| 7D | +12.5% | -5.7% | +18.2% | +15.2% |
| 30D | -18.8% | +15.1% | -34.0% | -24.7% |
| 3M | +22.7% | +65.5% | -42.8% | -4.1% |
| 6M | -3.7% | +102.9% | -106.6% | -34.1% |
| YTD | +127.5% | +25.2% | +102.3% | +92.6% |
| 1Y | +193.5% | -5.5% | +199.1% | +178.6% |
| 3Y | -1.3% | -10.9% | +9.6% | -10.8% |
| All | -47.2% | -50.1% | +2.9% | -47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling