+423.5%
GS vs FSLY
-28.5%
+452.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -26.9% | +20.5% | -4.2% |
| 7D | -6.3% | -40.0% | +33.7% | -2.7% |
| 30D | -3.1% | -39.7% | +36.6% | +0.3% |
| 3M | -17.7% | -40.9% | +23.3% | -15.2% |
| 6M | -4.6% | -52.5% | +47.9% | -1.1% |
| YTD | +0.3% | +51.1% | -50.8% | -8.7% |
| 1Y | +11.7% | +90.6% | -78.9% | -1.4% |
| 3Y | +183.6% | -12.4% | +196.0% | +156.3% |
| 5Y | +141.0% | -69.1% | +210.1% | +121.6% |
| All | +423.5% | -28.5% | +452.0% | +260.0% |
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 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