+339.2%
GLW vs FSLY
+2.5%
+336.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -4.0% |
| 7D | +7.7% | +4.9% | +2.9% | +7.3% |
| 30D | -18.8% | -33.5% | +14.7% | -15.7% |
| 3M | -27.7% | -44.6% | +16.9% | -24.2% |
| 6M | -44.4% | -9.2% | -35.2% | -44.3% |
| YTD | +31.3% | +63.3% | -32.0% | +21.2% |
| 1Y | +40.0% | +45.3% | -5.2% | +30.7% |
| 3Y | +339.2% | +3.7% | +335.5% | +283.7% |
| All | +339.2% | +2.5% | +336.7% | +283.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling