+371.1%
GLW vs FSLY
-25.7%
+396.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.8% | +8.4% | +9.2% |
| 7D | -5.9% | -22.4% | +16.5% | -3.5% |
| 30D | -26.0% | -45.5% | +19.5% | -21.6% |
| 3M | -29.9% | -30.4% | +0.5% | -28.1% |
| 6M | -37.8% | -22.1% | -15.7% | -37.0% |
| YTD | +33.1% | +57.0% | -23.9% | +20.7% |
| 1Y | +36.8% | +38.2% | -1.4% | +25.5% |
| 3Y | +356.1% | -2.5% | +358.6% | +308.8% |
| 5Y | +243.8% | -68.8% | +312.7% | +216.3% |
| All | +371.1% | -25.7% | +396.8% | +218.9% |
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 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