-60.8%
FSLY vs GTLB
-49.8%
-11.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +11.8% | -3.5% | +15.3% | +13.6% |
| 30D | -36.5% | -9.0% | -27.6% | -32.8% |
| 3M | -39.7% | +15.9% | -55.6% | -43.4% |
| 6M | -9.7% | +104.9% | -114.5% | -35.8% |
| YTD | +68.9% | +26.0% | +42.9% | +44.6% |
| 1Y | +44.5% | +1.8% | +42.7% | +35.8% |
| 3Y | +4.8% | +6.0% | -1.2% | -11.7% |
| 5Y | -66.0% | -62.2% | -3.9% | -65.6% |
| All | -60.8% | -49.8% | -11.0% | -60.7% |
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