+17.5%
GEHC vs FSLY
+6.0%
+11.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -2.3% | +11.8% | -14.0% | -2.6% |
| 30D | +19.0% | -36.5% | +55.6% | +20.4% |
| 3M | +13.3% | -39.7% | +53.0% | +14.5% |
| 6M | +31.5% | -9.7% | +41.2% | +30.6% |
| YTD | 0.0% | +68.9% | -68.9% | -5.7% |
| 1Y | +9.4% | +44.5% | -35.1% | +4.3% |
| All | +17.5% | +6.0% | +11.5% | +2.4% |
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 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