+64.3%
GSK vs FSLY
+6.5%
+57.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.5% | -1.2% |
| 7D | -1.1% | -17.9% | +16.9% | -1.2% |
| 30D | +7.8% | -34.7% | +42.5% | +7.6% |
| 3M | +0.3% | -40.0% | +40.3% | +0.1% |
| 6M | +3.4% | -11.8% | +15.3% | +3.3% |
| YTD | +5.9% | +69.5% | -63.6% | +4.9% |
| 1Y | +8.2% | +44.0% | -35.7% | +7.4% |
| All | +64.3% | +6.5% | +57.8% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling