+452.2%
GS vs FSLY
-22.7%
+474.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.6% |
| 7D | +5.9% | +4.9% | +1.0% | +5.4% |
| 30D | +4.3% | -33.5% | +37.8% | +7.3% |
| 3M | -11.7% | -44.6% | +33.0% | -8.3% |
| 6M | -3.2% | -9.2% | +6.1% | -3.9% |
| YTD | +5.8% | +63.3% | -57.5% | -4.3% |
| 1Y | +16.0% | +45.3% | -29.3% | +6.0% |
| 3Y | +199.8% | +3.7% | +196.0% | +167.0% |
| 5Y | +155.5% | -67.2% | +222.7% | +133.8% |
| All | +452.2% | -22.7% | +474.9% | +277.2% |
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