+49.7%
GSK vs FSLY
-49.3%
+99.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | +0.2% |
| 7D | -3.6% | +11.2% | -14.7% | -3.6% |
| 30D | -5.9% | -18.2% | +12.2% | -5.9% |
| 3M | -4.3% | +21.9% | -26.2% | -4.5% |
| 6M | -10.8% | +4.0% | -14.8% | -11.2% |
| YTD | +1.8% | +123.1% | -121.3% | 0.0% |
| 1Y | +23.5% | +196.9% | -173.4% | +20.4% |
| 3Y | +49.5% | -1.3% | +50.8% | +47.0% |
| 5Y | +49.7% | -50.2% | +99.9% | +44.3% |
| All | +49.7% | -49.3% | +99.0% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling