+16.4%
GS vs FSLY
+38.2%
-21.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.4% |
| 7D | +1.6% | -22.9% | +24.5% | +2.3% |
| 30D | +1.7% | -44.6% | +46.2% | +3.1% |
| 3M | -11.6% | -41.5% | +29.9% | -10.6% |
| 6M | -1.9% | -20.8% | +18.9% | -1.1% |
| YTD | +5.1% | +59.5% | -54.5% | +10.5% |
| 1Y | +16.4% | +36.1% | -19.7% | +25.0% |
| All | +16.4% | +38.2% | -21.8% | +25.0% |
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