+54.9%
GD vs FSLY
-12.6%
+67.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -26.9% | +24.5% | -1.8% |
| 7D | -3.9% | -40.0% | +36.1% | -3.0% |
| 30D | +8.1% | -39.7% | +47.8% | +9.0% |
| 3M | -6.8% | -40.9% | +34.1% | -6.1% |
| 6M | +3.0% | -52.5% | +55.5% | +4.0% |
| YTD | +7.8% | +51.1% | -43.3% | +5.4% |
| 1Y | +5.8% | +90.6% | -84.8% | +2.3% |
| All | +54.9% | -12.6% | +67.4% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling