+24.4%
GH vs FSLY
-49.3%
+73.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | -0.4% |
| 7D | -0.2% | +11.2% | -11.3% | -3.0% |
| 30D | -2.6% | -18.2% | +15.5% | +1.5% |
| 3M | +25.1% | +21.9% | +3.2% | +15.7% |
| 6M | +78.5% | +4.0% | +74.5% | +58.1% |
| YTD | +59.4% | +123.1% | -63.7% | +1.2% |
| 1Y | +173.9% | +196.9% | -23.0% | +49.0% |
| 3Y | +382.7% | -1.3% | +384.0% | +246.1% |
| 5Y | +24.4% | -50.2% | +74.6% | -5.3% |
| All | +24.4% | -49.3% | +73.7% | -5.3% |
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 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