+106.6%
GH vs FSLY
+7.7%
+98.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.5% |
| 7D | -2.5% | +12.5% | -15.0% | -5.2% |
| 30D | -4.7% | -18.8% | +14.1% | -0.8% |
| 3M | +20.2% | +22.7% | -2.4% | +12.0% |
| 6M | +78.8% | -3.7% | +82.5% | +64.6% |
| YTD | +54.1% | +127.5% | -73.4% | +4.1% |
| 1Y | +177.1% | +193.5% | -16.5% | +68.0% |
| 3Y | +371.6% | -1.3% | +372.9% | +250.8% |
| 5Y | +21.9% | -47.3% | +69.3% | -8.9% |
| All | +106.6% | +7.7% | +98.9% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling