-22.9%
GIS vs FSLY
-49.3%
+26.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.3% | -1.5% |
| 7D | -8.6% | +11.2% | -19.8% | -8.4% |
| 30D | -0.5% | -18.2% | +17.7% | -0.8% |
| 3M | +11.9% | +21.9% | -10.0% | +12.6% |
| 6M | -11.6% | +4.0% | -15.6% | -10.8% |
| YTD | -16.3% | +123.1% | -139.4% | -13.9% |
| 1Y | -21.8% | +196.9% | -218.6% | -18.9% |
| 3Y | -35.7% | -1.3% | -34.4% | -34.3% |
| 5Y | -22.9% | -50.2% | +27.3% | -22.6% |
| All | -22.9% | -49.3% | +26.5% | -22.6% |
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 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