+164.3%
FSLY vs GME
+15.0%
+149.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -1.2% |
| 7D | -22.2% | +7.8% | -29.9% | -23.9% |
| 30D | -19.1% | -0.4% | -18.7% | -18.8% |
| 3M | -15.7% | +30.9% | -46.6% | -22.6% |
| 6M | -23.5% | +5.5% | -28.9% | -22.8% |
| YTD | +106.6% | +25.2% | +81.4% | +110.3% |
| 1Y | +164.3% | +14.4% | +149.9% | +173.4% |
| All | +164.3% | +15.0% | +149.3% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling