+10.3%
GLXY vs FSLY
+177.3%
-167.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.7% | -12.7% | -7.6% |
| 7D | +4.5% | +11.2% | -6.6% | +3.4% |
| 30D | +28.8% | -18.2% | +47.0% | +31.1% |
| 3M | -23.0% | +21.9% | -44.9% | -25.6% |
| 6M | +17.0% | +4.0% | +13.0% | +10.8% |
| YTD | +12.5% | +123.1% | -110.6% | -5.9% |
| 1Y | -5.4% | +196.9% | -202.2% | -27.3% |
| All | +10.3% | +177.3% | -167.0% | -13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling