-36.9%
GPN vs FSLY
0.0%
-36.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.4% | -7.7% | -3.8% |
| 7D | -0.7% | +3.5% | -4.2% | -1.1% |
| 30D | +3.8% | -6.4% | +10.2% | +4.0% |
| 3M | +39.2% | +10.9% | +28.3% | +36.6% |
| 6M | +17.9% | +6.7% | +11.2% | +12.5% |
| YTD | +16.4% | +111.1% | -94.7% | +0.6% |
| 1Y | +3.6% | +185.8% | -182.1% | -15.0% |
| 3Y | -26.7% | -6.6% | -20.1% | -35.0% |
| 5Y | -44.8% | -52.4% | +7.6% | -51.4% |
| All | -36.9% | 0.0% | -36.8% | -58.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling