+12.6%
GFS vs FSLY
+63.4%
-50.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.1% | +3.2% | +5.9% |
| 7D | -7.8% | -31.4% | +23.6% | -5.0% |
| 30D | -19.7% | -37.3% | +17.6% | -16.9% |
| 3M | -23.1% | -30.1% | +7.0% | -21.5% |
| 6M | -46.4% | -49.8% | +3.4% | -44.9% |
| YTD | +11.0% | +55.7% | -44.7% | +10.1% |
| 1Y | +12.6% | +44.5% | -31.8% | +12.3% |
| All | +12.6% | +63.4% | -50.8% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling