-5.3%
FSLY vs GWRE
+32.9%
-38.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.0% | +10.7% | +8.8% |
| 7D | +11.2% | -26.2% | +37.4% | +30.8% |
| 30D | -18.2% | -17.8% | -0.4% | -10.7% |
| 3M | +21.9% | +14.2% | +7.7% | +3.9% |
| 6M | +4.0% | -12.9% | +16.9% | +0.9% |
| YTD | +123.1% | -29.2% | +152.3% | +148.1% |
| 1Y | +196.9% | -44.4% | +241.3% | +296.3% |
| 3Y | -1.3% | +51.1% | -52.3% | -55.7% |
| 5Y | -50.2% | +16.5% | -66.7% | -70.9% |
| All | -5.3% | +32.9% | -38.2% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling