+111.9%
GH vs FSLY
-4.2%
+116.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.8% |
| 7D | -0.1% | -10.6% | +10.6% | +2.4% |
| 30D | -1.1% | -20.9% | +19.8% | +2.8% |
| 3M | +21.3% | +3.4% | +17.9% | +17.6% |
| 6M | +73.5% | +2.7% | +70.8% | +56.5% |
| YTD | +58.0% | +102.3% | -44.2% | +9.9% |
| 1Y | +163.1% | +182.1% | -19.0% | +60.1% |
| 3Y | +361.0% | -14.6% | +375.6% | +255.7% |
| 5Y | +22.5% | -55.9% | +78.4% | -4.7% |
| All | +111.9% | -4.2% | +116.1% | +31.2% |
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