+182.1%
FSLY vs GWRE
-25.4%
+207.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -19.9% | +17.4% | +0.1% |
| 7D | -10.6% | -21.1% | +10.5% | -8.0% |
| 30D | -20.9% | +1.3% | -22.2% | -20.9% |
| 3M | +3.4% | +7.4% | -4.0% | +2.3% |
| 6M | +2.7% | +5.6% | -2.9% | +0.3% |
| YTD | +102.3% | -19.2% | +121.5% | +103.2% |
| 1Y | +182.1% | -25.1% | +207.2% | +187.0% |
| All | +182.1% | -25.4% | +207.5% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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