+7.7%
FSLY vs GRMN
+165.7%
-157.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.5% | +5.5% |
| 7D | -17.9% | +1.7% | -19.6% | -18.4% |
| 30D | -34.7% | +10.2% | -44.9% | -37.3% |
| 3M | -40.0% | -4.7% | -35.3% | -38.9% |
| 6M | -11.8% | +22.3% | -34.1% | -19.2% |
| YTD | +69.5% | +46.7% | +22.9% | +42.9% |
| 1Y | +44.0% | +49.6% | -5.7% | +20.1% |
| All | +7.7% | +165.7% | -157.9% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling