+574.3%
GLW vs FSLY
0.0%
+574.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.4% | +3.2% | +7.1% |
| 7D | +14.0% | +3.5% | +10.5% | +13.6% |
| 30D | +0.4% | -6.4% | +6.8% | +0.5% |
| 3M | -11.3% | +10.9% | -22.2% | -12.8% |
| 6M | +35.1% | +6.7% | +28.4% | +30.2% |
| YTD | +90.5% | +111.1% | -20.6% | +68.8% |
| 1Y | +132.0% | +185.8% | -53.7% | +97.4% |
| 3Y | +463.3% | -6.6% | +469.9% | +408.5% |
| 5Y | +382.5% | -52.4% | +434.9% | +327.9% |
| All | +574.3% | 0.0% | +574.3% | +346.0% |
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