-47.3%
FSLY vs GWRE
+15.1%
-62.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | +12.5% | -13.2% | +25.7% | +20.8% |
| 30D | -18.8% | -18.6% | -0.2% | -11.7% |
| 3M | +22.7% | +18.9% | +3.8% | +3.7% |
| 6M | -3.7% | -11.0% | +7.3% | -7.2% |
| YTD | +127.5% | -29.9% | +157.4% | +156.9% |
| 1Y | +193.5% | -44.3% | +237.9% | +293.6% |
| 3Y | -1.3% | +51.7% | -53.0% | -60.4% |
| All | -47.3% | +15.1% | -62.3% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling