+105.0%
GLDM vs FSLY
-9.9%
+114.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -0.8% |
| 7D | +4.7% | -31.4% | +36.1% | +4.7% |
| 30D | -0.9% | -37.3% | +36.4% | -0.7% |
| 3M | -4.3% | -30.1% | +25.8% | -4.2% |
| 6M | -13.4% | -49.8% | +36.4% | -13.5% |
| YTD | -5.8% | +55.7% | -61.5% | -5.0% |
| 1Y | +2.1% | +44.5% | -42.4% | +3.0% |
| 3Y | +105.0% | -4.3% | +109.4% | +104.6% |
| All | +105.0% | -9.9% | +114.9% | +104.6% |
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