-43.7%
GPN vs FSLY
-47.3%
+3.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.2% |
| 7D | -4.3% | +12.5% | -16.8% | -5.4% |
| 30D | 0.0% | -18.8% | +18.8% | +1.7% |
| 3M | +35.8% | +22.7% | +13.1% | +31.9% |
| 6M | +22.0% | -3.7% | +25.7% | +17.6% |
| YTD | +15.2% | +127.5% | -112.3% | -2.0% |
| 1Y | +3.5% | +193.5% | -190.0% | -16.7% |
| 3Y | -26.9% | -1.3% | -25.6% | -35.5% |
| All | -43.7% | -47.3% | +3.7% | -49.3% |
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