+61.2%
GH vs FSLY
+41.1%
+20.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.9% |
| 7D | +0.6% | +4.9% | -4.3% | +0.3% |
| 30D | -6.9% | -33.5% | +26.6% | -5.2% |
| 3M | -4.9% | -44.6% | +39.7% | -2.8% |
| 6M | +54.1% | -9.2% | +63.3% | +55.1% |
| YTD | +48.5% | +63.3% | -14.7% | +56.2% |
| 1Y | +61.2% | +45.3% | +15.9% | +75.1% |
| All | +61.2% | +41.1% | +20.1% | +75.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling