+76.4%
GSK vs FSLY
-20.0%
+96.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.5% | +11.8% | -11.3% | +0.3% |
| 30D | +9.4% | -36.5% | +46.0% | +10.1% |
| 3M | +1.6% | -39.7% | +41.3% | +2.2% |
| 6M | +1.3% | -9.7% | +11.0% | +0.9% |
| YTD | +6.0% | +68.9% | -62.9% | +2.5% |
| 1Y | +9.1% | +44.5% | -35.4% | +5.9% |
| 3Y | +65.4% | +4.8% | +60.6% | +59.3% |
| 5Y | +43.0% | -66.0% | +109.0% | +40.4% |
| All | +76.4% | -20.0% | +96.4% | +46.5% |
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