+96.9%
GLD vs FSLY
+2.5%
+94.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.2% |
| 7D | -4.6% | +4.9% | -9.4% | -4.6% |
| 30D | -5.5% | -33.5% | +28.1% | -5.4% |
| 3M | -10.9% | -44.6% | +33.7% | -10.8% |
| 6M | -17.4% | -9.2% | -8.2% | -17.3% |
| YTD | -10.3% | +63.3% | -73.6% | -9.6% |
| 1Y | -7.2% | +45.3% | -52.4% | -6.3% |
| 3Y | +96.9% | +3.7% | +93.2% | +96.2% |
| All | +96.9% | +2.5% | +94.4% | +96.2% |
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