-10.4%
FSLY vs GME
+784.8%
-795.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.5% |
| 7D | +3.5% | +0.4% | +3.0% | +3.4% |
| 30D | -6.4% | -1.4% | -5.0% | -6.3% |
| 3M | +10.9% | -15.1% | +26.0% | +12.3% |
| 6M | +6.7% | -22.5% | +29.2% | +9.2% |
| YTD | +111.1% | -5.9% | +117.0% | +112.3% |
| 1Y | +185.8% | -18.6% | +204.4% | +190.6% |
| 3Y | -6.6% | +6.7% | -13.2% | -16.0% |
| 5Y | -52.4% | -62.0% | +9.6% | -55.1% |
| All | -10.4% | +784.8% | -795.2% | -50.7% |
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