+164.3%
FSLY vs GRMN
+40.7%
+123.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.5% | -6.7% | -1.9% |
| 7D | -22.2% | +6.1% | -28.3% | -23.4% |
| 30D | -19.1% | +1.3% | -20.4% | -19.5% |
| 3M | -15.7% | -5.6% | -10.1% | -14.6% |
| 6M | -23.5% | +22.2% | -45.7% | -26.8% |
| YTD | +106.6% | +44.3% | +62.4% | +92.1% |
| 1Y | +164.3% | +43.1% | +121.2% | +151.2% |
| All | +164.3% | +40.7% | +123.6% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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