+39.3%
GEHC vs FSLY
+80.7%
-41.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.8% | +1.6% |
| 7D | +0.8% | +4.9% | -4.1% | +0.6% |
| 30D | +21.3% | -33.5% | +54.8% | +22.8% |
| 3M | +12.6% | -44.6% | +57.2% | +14.4% |
| 6M | +34.3% | -9.2% | +43.5% | +33.1% |
| YTD | +1.4% | +63.3% | -61.8% | -5.0% |
| 1Y | +12.5% | +45.3% | -32.8% | +6.1% |
| 3Y | +19.2% | +3.7% | +15.5% | +7.5% |
| All | +39.3% | +80.7% | -41.4% | +16.9% |
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