-9.8%
GIS vs FSLY
+5.6%
-15.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -8.4% | +7.5% | -15.9% | -8.3% |
| 30D | -5.2% | -21.1% | +15.9% | -5.3% |
| 3M | +8.2% | +21.8% | -13.6% | +8.4% |
| 6M | -12.0% | -0.1% | -11.9% | -11.8% |
| YTD | -18.9% | +123.1% | -142.0% | -18.3% |
| 1Y | -23.6% | +208.6% | -232.2% | -23.1% |
| 3Y | -37.6% | -1.3% | -36.3% | -37.2% |
| 5Y | -25.2% | -48.4% | +23.2% | -24.1% |
| All | -9.8% | +5.6% | -15.5% | -17.9% |
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