-39.0%
GIS vs FSLY
+2.5%
-41.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.3% | +5.7% | +2.3% |
| 7D | -3.4% | +4.9% | -8.2% | -3.2% |
| 30D | +6.9% | -33.5% | +40.4% | +5.9% |
| 3M | -10.1% | -44.6% | +34.5% | -11.1% |
| 6M | +5.9% | -9.2% | +15.1% | +6.1% |
| YTD | -21.1% | +63.3% | -84.4% | -19.2% |
| 1Y | -22.5% | +45.3% | -67.8% | -20.8% |
| 3Y | -39.0% | +3.7% | -42.7% | -37.6% |
| All | -39.0% | +2.5% | -41.5% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling