+134.7%
GLW vs FSLY
+205.2%
-70.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.2% | +1.1% |
| 7D | +16.9% | +11.2% | +5.7% | +16.0% |
| 30D | +7.0% | -18.2% | +25.1% | +8.3% |
| 3M | -3.0% | +21.9% | -24.9% | -4.6% |
| 6M | +31.0% | +4.0% | +27.0% | +28.1% |
| YTD | +93.4% | +123.1% | -29.7% | +83.9% |
| 1Y | +134.7% | +196.9% | -62.1% | +122.9% |
| All | +134.7% | +205.2% | -70.5% | +122.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling