+152.3%
GD vs FSLY
-26.3%
+178.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.7% |
| 7D | -5.0% | -31.4% | +26.5% | -4.0% |
| 30D | +8.9% | -37.3% | +46.2% | +10.1% |
| 3M | -8.0% | -30.1% | +22.1% | -7.6% |
| 6M | +2.9% | -49.8% | +52.7% | +4.0% |
| YTD | +7.1% | +55.7% | -48.6% | +3.3% |
| 1Y | +5.9% | +44.5% | -38.6% | +2.4% |
| 3Y | +53.9% | -4.3% | +58.2% | +47.4% |
| 5Y | +95.4% | -68.2% | +163.6% | +89.4% |
| All | +152.3% | -26.3% | +178.5% | +100.4% |
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