+182.1%
FSLY vs GNRC
+6.8%
+175.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -3.1% |
| 7D | -10.6% | +1.9% | -12.6% | -11.0% |
| 30D | -20.9% | -13.8% | -7.1% | -17.9% |
| 3M | +3.4% | -32.6% | +36.1% | +12.6% |
| 6M | +2.7% | -15.2% | +17.9% | +4.9% |
| YTD | +102.3% | +37.4% | +64.9% | +87.7% |
| 1Y | +182.1% | +5.1% | +176.9% | +185.5% |
| All | +182.1% | +6.8% | +175.3% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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