+448.4%
GS vs FSLY
-24.5%
+472.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | +1.6% | -22.9% | +24.5% | +3.5% |
| 30D | +1.7% | -44.6% | +46.2% | +6.1% |
| 3M | -11.6% | -41.5% | +29.9% | -8.7% |
| 6M | -1.9% | -20.8% | +18.9% | -1.6% |
| YTD | +5.1% | +59.5% | -54.5% | -4.8% |
| 1Y | +16.4% | +36.1% | -19.7% | +7.0% |
| 3Y | +199.0% | -1.0% | +199.9% | +167.4% |
| 5Y | +157.4% | -66.9% | +224.4% | +135.5% |
| All | +448.4% | -24.5% | +472.8% | +275.4% |
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