+69.4%
GSK vs FSLY
+5.6%
+63.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | +0.1% |
| 7D | -3.6% | +11.2% | -14.7% | -3.8% |
| 30D | -5.9% | -18.2% | +12.2% | -5.7% |
| 3M | -4.3% | +21.9% | -26.2% | -4.8% |
| 6M | -10.8% | +4.0% | -14.8% | -11.7% |
| YTD | +1.8% | +123.1% | -121.3% | -1.7% |
| 1Y | +23.5% | +196.9% | -173.4% | +17.8% |
| 3Y | +49.5% | -1.3% | +50.8% | +45.2% |
| 5Y | +49.7% | -50.2% | +99.9% | +45.7% |
| All | +69.4% | +5.6% | +63.8% | +40.4% |
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