-23.5%
GFS vs FSLY
-66.1%
+42.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +17.2% | +11.8% | +5.4% | +15.0% |
| 30D | -8.7% | -36.5% | +27.8% | -1.8% |
| 3M | -19.7% | -39.7% | +20.1% | -14.1% |
| 6M | -40.7% | -9.7% | -31.0% | -41.9% |
| YTD | +22.5% | +68.9% | -46.3% | -3.4% |
| 1Y | +25.2% | +44.5% | -19.2% | +1.8% |
| 3Y | -17.7% | +4.8% | -22.5% | -36.5% |
| 5Y | -23.5% | -66.0% | +42.5% | -38.2% |
| All | -23.5% | -66.1% | +42.6% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling