-40.1%
GLXY vs FSLY
+93.5%
-133.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.2% | +4.8% |
| 7D | -14.6% | -31.4% | +16.8% | -10.5% |
| 30D | -36.2% | -37.3% | +1.1% | -32.2% |
| 3M | -30.1% | -30.1% | 0.0% | -27.3% |
| 6M | -56.1% | -49.8% | -6.3% | -53.6% |
| YTD | -38.9% | +55.7% | -94.6% | -46.5% |
| 1Y | -55.0% | +44.5% | -99.5% | -59.8% |
| All | -40.1% | +93.5% | -133.6% | -50.8% |
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