+161.6%
GD vs FSLY
-19.7%
+181.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.3% | -0.2% |
| 7D | +0.6% | -17.9% | +18.6% | +1.1% |
| 30D | +9.5% | -34.7% | +44.2% | +10.6% |
| 3M | -5.8% | -40.0% | +34.2% | -4.8% |
| 6M | +7.7% | -11.8% | +19.6% | +7.3% |
| YTD | +11.1% | +69.5% | -58.5% | +6.8% |
| 1Y | +6.1% | +44.0% | -37.9% | +2.6% |
| 3Y | +59.8% | +5.2% | +54.6% | +52.6% |
| 5Y | +104.6% | -65.6% | +170.2% | +97.9% |
| All | +161.6% | -19.7% | +181.4% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 10y: compounded portfolio wealth divided by compounded FSLY 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…
10y analysis · Full analysis span regression · 6 months rolling