+182.1%
FSLY vs GME
-15.8%
+197.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -10.6% | +7.2% | -17.9% | -12.9% |
| 30D | -20.9% | +0.8% | -21.7% | -21.3% |
| 3M | +3.4% | -14.0% | +17.4% | +8.7% |
| 6M | +2.7% | -19.7% | +22.5% | +13.2% |
| YTD | +102.3% | -4.6% | +106.8% | +112.7% |
| 1Y | +182.1% | -14.3% | +196.4% | +213.9% |
| All | +182.1% | -15.8% | +197.9% | +213.9% |
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