+212.6%
GLW vs FSLY
-68.3%
+280.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.4% | +2.3% |
| 7D | -13.9% | -31.4% | +17.5% | -10.4% |
| 30D | -35.0% | -37.3% | +2.3% | -31.8% |
| 3M | -32.4% | -30.1% | -2.2% | -30.5% |
| 6M | -41.3% | -49.8% | +8.4% | -38.7% |
| YTD | +21.8% | +55.7% | -33.8% | +9.7% |
| 1Y | +21.8% | +44.5% | -22.6% | +10.5% |
| 3Y | +307.7% | -4.3% | +312.0% | +261.3% |
| All | +212.6% | -68.3% | +280.9% | +166.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling