-3.5%
FSLY vs GNRC
+230.5%
-234.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +0.5% |
| 7D | +12.5% | -0.2% | +12.7% | +12.5% |
| 30D | -18.8% | -15.7% | -3.1% | -11.4% |
| 3M | +22.7% | -27.3% | +50.0% | +41.6% |
| 6M | -3.7% | -12.1% | +8.4% | -1.5% |
| YTD | +127.5% | +37.1% | +90.4% | +78.7% |
| 1Y | +193.5% | -0.5% | +194.0% | +170.6% |
| 3Y | -1.3% | +61.5% | -62.8% | -34.0% |
| 5Y | -47.3% | -58.6% | +11.2% | -29.9% |
| All | -3.5% | +230.5% | -234.0% | -71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling