+152.6%
GM vs FSLY
0.0%
+152.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -2.7% |
| 7D | +0.4% | +3.5% | -3.1% | 0.0% |
| 30D | -1.8% | -6.4% | +4.6% | -1.7% |
| 3M | +2.6% | +10.9% | -8.3% | +0.8% |
| 6M | +14.6% | +6.7% | +7.8% | +9.4% |
| YTD | +6.2% | +111.1% | -104.9% | -8.1% |
| 1Y | +48.7% | +185.8% | -137.1% | +22.5% |
| 3Y | +168.3% | -6.6% | +174.9% | +138.1% |
| 5Y | +82.8% | -52.4% | +135.2% | +55.9% |
| All | +152.6% | 0.0% | +152.7% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling