-53.1%
FSLY vs GTLB
-47.1%
-5.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.0% |
| 7D | -10.6% | +11.1% | -21.7% | -15.1% |
| 30D | -20.9% | +37.8% | -58.7% | -32.1% |
| 3M | +3.4% | +61.6% | -58.2% | -18.1% |
| 6M | +2.7% | +98.9% | -96.2% | -28.9% |
| YTD | +102.3% | +32.8% | +69.5% | +67.1% |
| 1Y | +182.1% | +14.7% | +167.4% | +144.3% |
| 3Y | -14.6% | +1.3% | -15.9% | -27.2% |
| All | -53.1% | -47.1% | -5.9% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling