-17.9%
GFS vs FSLY
+6.0%
-24.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +17.2% | +11.8% | +5.4% | +15.5% |
| 30D | -8.7% | -36.5% | +27.8% | -3.7% |
| 3M | -19.7% | -39.7% | +20.1% | -15.5% |
| 6M | -40.7% | -9.7% | -31.0% | -41.5% |
| YTD | +22.5% | +68.9% | -46.3% | +4.1% |
| 1Y | +25.2% | +44.5% | -19.2% | +9.2% |
| All | -17.9% | +6.0% | -24.0% | -36.7% |
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