+632.4%
GEV vs FSLY
+81.1%
+551.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.4% |
| 7D | +1.6% | +12.5% | -10.9% | +0.6% |
| 30D | -7.9% | -18.8% | +10.9% | -6.4% |
| 3M | +5.6% | +22.7% | -17.0% | +3.2% |
| 6M | +13.1% | -3.7% | +16.8% | +10.6% |
| YTD | +46.7% | +127.5% | -80.8% | +30.6% |
| 1Y | +51.3% | +193.5% | -142.2% | +27.6% |
| All | +632.4% | +81.1% | +551.4% | +506.8% |
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