-26.9%
GPN vs FSLY
-0.4%
-26.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -3.5% | +7.5% | -11.0% | -3.9% |
| 30D | +3.1% | -21.1% | +24.2% | +4.4% |
| 3M | +42.3% | +21.8% | +20.5% | +39.9% |
| 6M | +20.9% | -0.1% | +21.0% | +17.7% |
| YTD | +15.2% | +123.1% | -107.9% | +4.4% |
| 1Y | +5.4% | +208.6% | -203.1% | -9.8% |
| All | -26.9% | -0.4% | -26.5% | -37.1% |
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