+193.5%
FSLY vs GME
-11.9%
+205.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +0.7% |
| 7D | +12.5% | +10.4% | +2.1% | +8.6% |
| 30D | -18.8% | +14.1% | -32.9% | -22.5% |
| 3M | +22.7% | -4.6% | +27.3% | +24.2% |
| 6M | -3.7% | -13.5% | +9.8% | +2.6% |
| YTD | +127.5% | +5.3% | +122.2% | +131.3% |
| 1Y | +193.5% | -14.9% | +208.4% | +219.9% |
| All | +193.5% | -11.9% | +205.4% | +219.9% |
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