+172.1%
GM vs FSLY
-0.4%
+172.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -1.1% | +7.5% | -8.6% | -1.5% |
| 30D | -3.4% | -21.1% | +17.7% | -2.2% |
| 3M | +8.7% | +21.8% | -13.1% | +6.9% |
| 6M | +15.4% | -0.1% | +15.6% | +12.6% |
| YTD | +6.6% | +123.1% | -116.5% | -3.7% |
| 1Y | +51.5% | +208.6% | -157.1% | +30.8% |
| All | +172.1% | -0.4% | +172.5% | +149.2% |
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