+231.3%
GLD vs FSLY
0.0%
+231.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -1.8% |
| 7D | +0.7% | +3.5% | -2.7% | +0.7% |
| 30D | +0.3% | -6.4% | +6.7% | +0.3% |
| 3M | +0.6% | +10.9% | -10.3% | +0.5% |
| 6M | -15.6% | +6.7% | -22.3% | -15.8% |
| YTD | +0.9% | +111.1% | -110.2% | +0.1% |
| 1Y | +19.4% | +185.8% | -166.4% | +18.0% |
| 3Y | +124.5% | -6.6% | +131.0% | +123.1% |
| 5Y | +138.9% | -52.4% | +191.3% | +137.1% |
| All | +231.3% | 0.0% | +231.4% | +225.1% |
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