-2.4%
GFS vs FSLY
-57.1%
+54.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.0% |
| 7D | +1.0% | -10.6% | +11.6% | +3.0% |
| 30D | -8.6% | -20.9% | +12.3% | -5.7% |
| 3M | -46.5% | +3.4% | -50.0% | -47.7% |
| 6M | -4.8% | +2.7% | -7.6% | -11.2% |
| YTD | +29.7% | +102.3% | -72.6% | +1.3% |
| 1Y | +35.8% | +182.1% | -146.2% | -4.5% |
| 3Y | -18.3% | -14.6% | -3.8% | -31.7% |
| All | -2.4% | -57.1% | +54.7% | -19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling