+164.3%
FSLY vs GNRC
+17.5%
+146.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.5% | +9.4% | +1.9% |
| 7D | -22.2% | -6.0% | -16.2% | -21.3% |
| 30D | -19.1% | -12.0% | -7.1% | -17.0% |
| 3M | -15.7% | -13.4% | -2.3% | -13.4% |
| 6M | -23.5% | -26.4% | +2.9% | -19.4% |
| YTD | +106.6% | +38.8% | +67.8% | +108.1% |
| 1Y | +164.3% | +20.9% | +143.4% | +172.1% |
| All | +164.3% | +17.5% | +146.7% | +172.1% |
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