-5.3%
FSLY vs GNRC
+221.1%
-226.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +1.3% |
| 7D | +7.5% | -0.7% | +8.3% | +7.8% |
| 30D | -21.1% | -15.8% | -5.3% | -13.8% |
| 3M | +21.8% | -24.0% | +45.8% | +37.0% |
| 6M | -0.1% | -13.8% | +13.7% | +3.3% |
| YTD | +123.1% | +33.2% | +89.9% | +77.9% |
| 1Y | +208.6% | -1.8% | +210.4% | +186.4% |
| 3Y | -1.3% | +57.7% | -59.0% | -33.1% |
| 5Y | -48.4% | -59.7% | +11.4% | -30.2% |
| All | -5.3% | +221.1% | -226.5% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling