-19.4%
GFS vs FSLY
-13.5%
-5.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.9% |
| 7D | +1.0% | -10.6% | +11.6% | +2.5% |
| 30D | -8.6% | -20.9% | +12.3% | -6.3% |
| 3M | -46.5% | +3.4% | -50.0% | -47.4% |
| 6M | -4.8% | +2.7% | -7.6% | -9.6% |
| YTD | +29.7% | +102.3% | -72.6% | +8.2% |
| 1Y | +35.8% | +182.1% | -146.2% | +3.3% |
| All | -19.4% | -13.5% | -5.9% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling