-5.5%
GIS vs FSLY
0.0%
-5.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -5.9% | -1.5% |
| 7D | -8.3% | +3.5% | -11.7% | -8.2% |
| 30D | +2.2% | -6.4% | +8.6% | +2.1% |
| 3M | +15.7% | +10.9% | +4.8% | +15.9% |
| 6M | -12.0% | +6.7% | -18.7% | -11.8% |
| YTD | -15.0% | +111.1% | -126.1% | -14.5% |
| 1Y | -20.1% | +185.8% | -205.9% | -19.6% |
| 3Y | -34.6% | -6.6% | -28.0% | -34.2% |
| 5Y | -22.8% | -52.4% | +29.5% | -21.7% |
| All | -5.5% | 0.0% | -5.4% | -14.0% |
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