-30.7%
FSLY vs GME
+1,110.8%
-1,141.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.4% |
| 7D | +4.9% | +2.9% | +2.0% | +4.6% |
| 30D | -33.5% | -4.8% | -28.7% | -33.2% |
| 3M | -44.6% | +39.2% | -83.8% | -46.2% |
| 6M | -9.2% | +17.1% | -26.3% | -10.5% |
| YTD | +63.3% | +28.7% | +34.5% | +59.9% |
| 1Y | +45.3% | +23.3% | +21.9% | +42.8% |
| 3Y | +3.7% | +112.9% | -109.2% | -12.3% |
| 5Y | -67.2% | -48.8% | -18.3% | -69.8% |
| All | -30.7% | +1,110.8% | -1,141.5% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling