+154.8%
GD vs FSLY
-4.2%
+159.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.7% |
| 7D | -5.3% | -10.6% | +5.4% | -4.9% |
| 30D | -6.4% | -20.9% | +14.5% | -5.9% |
| 3M | +5.7% | +3.4% | +2.3% | +5.3% |
| 6M | -0.9% | +2.7% | -3.7% | -2.1% |
| YTD | +8.2% | +102.3% | -94.1% | +3.9% |
| 1Y | +13.4% | +182.1% | -168.6% | +7.2% |
| 3Y | +68.5% | -14.6% | +83.1% | +62.8% |
| 5Y | +97.2% | -55.9% | +153.1% | +89.6% |
| All | +154.8% | -4.2% | +159.0% | +101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling