-5.3%
FSLY vs GME
+855.0%
-860.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.2% |
| 7D | +7.5% | +6.0% | +1.5% | +7.0% |
| 30D | -21.1% | +8.3% | -29.4% | -21.6% |
| 3M | +21.8% | -9.1% | +30.8% | +22.6% |
| 6M | -0.1% | -16.3% | +16.2% | +1.5% |
| YTD | +123.1% | +1.5% | +121.5% | +122.9% |
| 1Y | +208.6% | -16.3% | +224.9% | +213.1% |
| 3Y | -1.3% | +15.1% | -16.4% | -11.9% |
| 5Y | -48.4% | -57.2% | +8.8% | -51.7% |
| All | -5.3% | +855.0% | -860.4% | -48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling