+19.7%
GS vs FSLY
+161.0%
-141.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.7% | +3.6% |
| 7D | +0.3% | -22.2% | +22.5% | +0.8% |
| 30D | +3.9% | -19.1% | +23.0% | +4.2% |
| 3M | -11.4% | -15.7% | +4.3% | -11.3% |
| 6M | +3.7% | -23.5% | +27.2% | +3.7% |
| YTD | +7.1% | +106.6% | -99.5% | +11.3% |
| 1Y | +19.7% | +164.3% | -144.6% | +23.6% |
| All | +19.7% | +161.0% | -141.3% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling