+421.6%
GS vs FSLY
-26.3%
+447.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.4% | -0.6% |
| 7D | -3.2% | -31.4% | +28.2% | -0.5% |
| 30D | -2.4% | -37.3% | +34.9% | +0.8% |
| 3M | -15.7% | -30.1% | +14.4% | -14.3% |
| 6M | -6.8% | -49.8% | +43.0% | -3.8% |
| YTD | -0.1% | +55.7% | -55.8% | -9.2% |
| 1Y | +12.1% | +44.5% | -32.4% | +2.4% |
| 3Y | +185.8% | -4.3% | +190.1% | +156.3% |
| 5Y | +140.1% | -68.2% | +208.3% | +120.3% |
| All | +421.6% | -26.3% | +447.9% | +257.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling