+32.1%
GLW vs FSLY
+36.0%
-3.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.8% | +8.4% | +9.2% |
| 7D | -5.9% | -22.4% | +16.5% | -3.3% |
| 30D | -26.0% | -45.5% | +19.5% | -21.8% |
| 3M | -29.9% | -30.4% | +0.5% | -27.8% |
| 6M | -37.8% | -22.1% | -15.7% | -36.7% |
| YTD | +33.1% | +57.0% | -23.9% | +32.4% |
| All | +32.1% | +36.0% | -3.9% | +36.3% |
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