-7.3%
GFS vs FSLY
-64.1%
+56.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.3% | -0.8% | +4.4% |
| 7D | +6.2% | -17.9% | +24.2% | +9.6% |
| 30D | -11.4% | -34.7% | +23.3% | -5.2% |
| 3M | -15.5% | -40.0% | +24.6% | -9.6% |
| 6M | -42.6% | -11.8% | -30.8% | -43.6% |
| YTD | +23.2% | +69.5% | -46.4% | -2.8% |
| 1Y | +23.6% | +44.0% | -20.4% | +0.7% |
| 3Y | -17.2% | +5.2% | -22.5% | -36.1% |
| 5Y | -23.4% | -65.6% | +42.1% | -36.2% |
| All | -7.3% | -64.1% | +56.8% | -22.8% |
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