+12.0%
GEHC vs FSLY
+133.6%
-121.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.4% | -7.4% | -3.2% |
| 7D | -5.2% | +3.5% | -8.6% | -5.3% |
| 30D | -7.0% | -6.4% | -0.6% | -6.9% |
| 3M | +3.3% | +10.9% | -7.6% | +2.5% |
| 6M | -10.0% | +6.7% | -16.7% | -11.9% |
| YTD | -18.5% | +111.1% | -129.6% | -23.9% |
| 1Y | -14.4% | +185.8% | -200.2% | -22.6% |
| 3Y | +3.4% | -6.6% | +10.0% | -5.1% |
| All | +12.0% | +133.6% | -121.6% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling