+525.7%
GS vs FSLY
-4.2%
+530.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | +0.9% | -10.6% | +11.6% | +1.8% |
| 30D | -1.6% | -20.9% | +19.3% | -0.1% |
| 3M | -4.5% | +3.4% | -7.9% | -5.3% |
| 6M | +20.9% | +2.7% | +18.1% | +17.3% |
| YTD | +19.9% | +102.3% | -82.4% | +7.5% |
| 1Y | +41.4% | +182.1% | -140.6% | +21.4% |
| 3Y | +239.2% | -14.6% | +253.7% | +210.0% |
| 5Y | +185.0% | -55.9% | +240.9% | +156.6% |
| All | +525.7% | -4.2% | +530.0% | +323.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling