-34.7%
GPN vs FSLY
-4.2%
-30.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.1% |
| 7D | +0.8% | -10.6% | +11.4% | +1.8% |
| 30D | +5.8% | -20.9% | +26.7% | +7.5% |
| 3M | +37.0% | +3.4% | +33.6% | +35.3% |
| 6M | +20.1% | +2.7% | +17.4% | +15.1% |
| YTD | +20.4% | +102.3% | -81.8% | +4.5% |
| 1Y | +7.4% | +182.1% | -174.6% | -11.9% |
| 3Y | -26.1% | -14.6% | -11.6% | -33.8% |
| 5Y | -38.5% | -55.9% | +17.4% | -45.5% |
| All | -34.7% | -4.2% | -30.4% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling