+107.0%
GLDM vs FSLY
-67.3%
+174.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.1% |
| 7D | -4.6% | +4.9% | -9.5% | -4.6% |
| 30D | -5.5% | -33.5% | +28.1% | -5.3% |
| 3M | -10.9% | -44.6% | +33.8% | -10.7% |
| 6M | -17.3% | -9.2% | -8.1% | -17.3% |
| YTD | -10.2% | +63.3% | -73.4% | -10.1% |
| 1Y | -6.9% | +45.3% | -52.2% | -6.8% |
| 3Y | +98.7% | +3.7% | +94.9% | +98.2% |
| All | +107.0% | -67.3% | +174.2% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling