-3.2%
FSLY vs GME
+11.4%
-14.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.3% | +0.4% | +5.3% |
| 7D | +11.2% | +4.8% | +6.3% | +10.8% |
| 30D | -18.2% | +5.9% | -24.0% | -18.5% |
| 3M | +21.9% | -10.7% | +32.6% | +22.8% |
| 6M | +4.0% | -19.8% | +23.8% | +5.7% |
| YTD | +123.1% | -0.9% | +124.0% | +123.7% |
| 1Y | +196.9% | -15.7% | +212.5% | +200.4% |
| All | -3.2% | +11.4% | -14.7% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling