+217.4%
GLDM vs FSLY
-28.5%
+245.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -26.9% | +27.7% | +1.0% |
| 7D | +1.9% | -40.0% | +41.9% | +2.2% |
| 30D | -1.7% | -39.7% | +38.0% | -1.4% |
| 3M | -3.5% | -40.9% | +37.4% | -3.3% |
| 6M | -10.1% | -52.5% | +42.4% | -9.9% |
| YTD | -5.0% | +51.1% | -56.1% | -5.5% |
| 1Y | +2.8% | +90.6% | -87.8% | +2.0% |
| 3Y | +105.1% | -12.4% | +117.5% | +103.8% |
| 5Y | +124.3% | -69.1% | +193.4% | +123.5% |
| All | +217.4% | -28.5% | +245.8% | +212.9% |
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