-3.2%
FSLY vs GRMN
+179.1%
-182.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +6.9% | +6.2% |
| 7D | +11.2% | -1.4% | +12.6% | +11.7% |
| 30D | -18.2% | -13.1% | -5.1% | -13.3% |
| 3M | +21.9% | +14.9% | +7.0% | +15.0% |
| 6M | +4.0% | +13.1% | -9.1% | -1.5% |
| YTD | +123.1% | +35.3% | +87.8% | +95.4% |
| 1Y | +196.9% | +16.0% | +180.9% | +177.1% |
| All | -3.2% | +179.1% | -182.3% | -28.6% |
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