+421.2%
GLW vs FSLY
-11.3%
+432.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +5.9% |
| 7D | +3.8% | -10.6% | +14.4% | +4.8% |
| 30D | -1.3% | -20.9% | +19.6% | +0.3% |
| 3M | -21.8% | +3.4% | -25.2% | -22.5% |
| 6M | +6.9% | +2.7% | +4.2% | +3.6% |
| YTD | +77.2% | +102.3% | -25.1% | +60.0% |
| 1Y | +123.2% | +182.1% | -58.8% | +92.7% |
| All | +421.2% | -11.3% | +432.5% | +357.8% |
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