+16.8%
GPN vs FSLY
+15.6%
+1.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.7% | -8.4% | -2.7% |
| 7D | -6.2% | +11.2% | -17.4% | -6.3% |
| 30D | +1.0% | -18.2% | +19.2% | +1.3% |
| 3M | +36.9% | +21.9% | +15.0% | +36.8% |
| 6M | +16.8% | +4.0% | +12.8% | +12.6% |
| All | +16.8% | +15.6% | +1.2% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling