+237.1%
GLD vs FSLY
-4.2%
+241.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.8% |
| 7D | -0.5% | -10.6% | +10.1% | -0.4% |
| 30D | +4.4% | -20.9% | +25.3% | +4.5% |
| 3M | -1.1% | +3.4% | -4.5% | -1.2% |
| 6M | -13.8% | +2.7% | -16.5% | -14.0% |
| YTD | +2.6% | +102.3% | -99.6% | +1.9% |
| 1Y | +24.5% | +182.1% | -157.5% | +23.1% |
| 3Y | +125.8% | -14.6% | +140.4% | +124.7% |
| 5Y | +137.8% | -55.9% | +193.7% | +136.2% |
| All | +237.1% | -4.2% | +241.4% | +230.9% |
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