+620.7%
GEV vs FSLY
+61.0%
+559.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.2% |
| 7D | +3.3% | -10.6% | +13.9% | +4.3% |
| 30D | -7.5% | -20.9% | +13.4% | -5.9% |
| 3M | -2.2% | +3.4% | -5.6% | -3.0% |
| 6M | +12.1% | +2.7% | +9.3% | +9.1% |
| YTD | +44.4% | +102.3% | -57.9% | +29.9% |
| 1Y | +57.7% | +182.1% | -124.4% | +32.3% |
| All | +620.7% | +61.0% | +559.7% | +503.4% |
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 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