-6.6%
FSLY vs GTLB
-8.4%
+1.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.4% | +9.7% | +6.6% |
| 7D | +3.5% | +4.6% | -1.1% | +1.0% |
| 30D | -6.4% | +21.0% | -27.4% | -14.0% |
| 3M | +10.9% | +51.7% | -40.8% | -7.9% |
| 6M | +6.7% | +89.3% | -82.6% | -22.1% |
| YTD | +111.1% | +25.6% | +85.5% | +83.6% |
| 1Y | +185.8% | -1.5% | +187.3% | +173.5% |
| 3Y | -6.6% | -9.9% | +3.4% | -16.1% |
| All | -6.6% | -8.4% | +1.8% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling