+208.6%
FSLY vs GTLB
-1.8%
+210.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.5% |
| 7D | +7.5% | -4.1% | +11.6% | +8.4% |
| 30D | -21.1% | +12.3% | -33.4% | -23.6% |
| 3M | +21.8% | +65.9% | -44.1% | +8.2% |
| 6M | -0.1% | +104.0% | -104.1% | -17.4% |
| YTD | +123.1% | +26.0% | +97.1% | +106.7% |
| 1Y | +208.6% | -3.5% | +212.0% | +222.2% |
| All | +208.6% | -1.8% | +210.4% | +222.2% |
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