+37.3%
GEHC vs FSLY
+86.8%
-49.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -2.3% | +11.8% | -14.0% | -2.7% |
| 30D | +19.0% | -36.5% | +55.6% | +20.7% |
| 3M | +13.3% | -39.7% | +53.0% | +14.7% |
| 6M | +31.5% | -9.7% | +41.2% | +30.5% |
| YTD | 0.0% | +68.9% | -68.9% | -6.5% |
| 1Y | +9.4% | +44.5% | -35.1% | +3.4% |
| 3Y | +18.3% | +4.8% | +13.5% | +6.8% |
| All | +37.3% | +86.8% | -49.6% | +15.1% |
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