+81.6%
GM vs FSLY
-50.4%
+132.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -1.1% | +7.5% | -8.6% | -1.9% |
| 30D | -3.4% | -21.1% | +17.7% | -1.1% |
| 3M | +8.7% | +21.8% | -13.1% | +5.2% |
| 6M | +15.4% | -0.1% | +15.6% | +10.1% |
| YTD | +6.6% | +123.1% | -116.5% | -11.8% |
| 1Y | +51.5% | +208.6% | -157.1% | +16.8% |
| 3Y | +169.3% | -1.3% | +170.6% | +133.3% |
| 5Y | +81.6% | -48.4% | +129.9% | +43.3% |
| All | +81.6% | -50.4% | +132.0% | +43.3% |
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