+193.5%
FSLY vs GNRC
+0.9%
+192.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.2% |
| 7D | +12.5% | -0.2% | +12.7% | +12.5% |
| 30D | -18.8% | -15.7% | -3.1% | -15.4% |
| 3M | +22.7% | -27.3% | +50.0% | +30.7% |
| 6M | -3.7% | -12.1% | +8.4% | -2.4% |
| YTD | +127.5% | +37.1% | +90.4% | +111.5% |
| 1Y | +193.5% | -0.5% | +194.0% | +204.5% |
| All | +193.5% | +0.9% | +192.6% | +204.5% |
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