-37.7%
GPN vs FSLY
+7.7%
-45.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | -4.6% | +12.5% | -17.1% | -5.7% |
| 30D | -0.3% | -18.8% | +18.6% | +1.4% |
| 3M | +35.4% | +22.7% | +12.8% | +31.6% |
| 6M | +21.7% | -3.7% | +25.4% | +17.5% |
| YTD | +14.9% | +127.5% | -112.6% | -1.4% |
| 1Y | +3.2% | +193.5% | -190.3% | -15.5% |
| 3Y | -27.1% | -1.3% | -25.8% | -35.7% |
| 5Y | -44.4% | -47.3% | +3.0% | -51.5% |
| All | -37.7% | +7.7% | -45.4% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling