+15.5%
GEHC vs FSLY
+123.8%
-108.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.1% |
| 7D | -4.0% | -10.6% | +6.6% | -3.6% |
| 30D | -2.0% | -20.9% | +18.9% | -1.3% |
| 3M | +8.0% | +3.4% | +4.6% | +7.4% |
| 6M | -12.8% | +2.7% | -15.5% | -14.4% |
| YTD | -15.9% | +102.3% | -118.2% | -21.4% |
| 1Y | -6.9% | +182.1% | -189.0% | -15.8% |
| 3Y | 0.0% | -14.6% | +14.5% | -7.9% |
| All | +15.5% | +123.8% | -108.4% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling