+7.7%
GEHC vs FSLY
+146.8%
-139.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -7.9% | +7.5% | -15.4% | -8.2% |
| 30D | -11.7% | -21.1% | +9.4% | -10.9% |
| 3M | +0.8% | +21.8% | -21.0% | -0.4% |
| 6M | -11.6% | -0.1% | -11.4% | -13.1% |
| YTD | -21.6% | +123.1% | -144.6% | -27.0% |
| 1Y | -15.3% | +208.6% | -223.9% | -23.7% |
| 3Y | -0.5% | -1.3% | +0.8% | -9.0% |
| All | +7.7% | +146.8% | -139.1% | -10.1% |
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