-34.7%
GFS vs FSLY
-68.3%
+33.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.1% | +3.2% | +5.7% |
| 7D | -7.8% | -31.4% | +23.6% | -2.0% |
| 30D | -19.7% | -37.3% | +17.6% | -13.8% |
| 3M | -23.1% | -30.1% | +7.0% | -20.6% |
| 6M | -46.4% | -49.8% | +3.4% | -42.7% |
| YTD | +11.0% | +55.7% | -44.7% | -11.2% |
| 1Y | +12.6% | +44.5% | -31.8% | -8.9% |
| 3Y | -24.9% | -4.3% | -20.6% | -41.1% |
| All | -34.7% | -68.3% | +33.6% | -44.7% |
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 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