+214.8%
GLDM vs FSLY
-26.3%
+241.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -0.8% |
| 7D | +4.7% | -31.4% | +36.1% | +4.9% |
| 30D | -0.9% | -37.3% | +36.4% | -0.6% |
| 3M | -4.3% | -30.1% | +25.8% | -4.2% |
| 6M | -13.4% | -49.8% | +36.4% | -13.2% |
| YTD | -5.8% | +55.7% | -61.5% | -6.3% |
| 1Y | +2.1% | +44.5% | -42.4% | +1.6% |
| 3Y | +105.0% | -4.3% | +109.4% | +103.6% |
| 5Y | +122.5% | -68.2% | +190.7% | +121.7% |
| All | +214.8% | -26.3% | +241.1% | +210.3% |
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