-65.6%
FSLY vs GRMN
+126.9%
-192.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.5% | +5.0% |
| 7D | -17.9% | +1.7% | -19.6% | -18.7% |
| 30D | -34.7% | +10.2% | -44.9% | -39.3% |
| 3M | -40.0% | -4.7% | -35.3% | -38.1% |
| 6M | -11.8% | +22.3% | -34.1% | -25.4% |
| YTD | +69.5% | +46.7% | +22.9% | +22.5% |
| 1Y | +44.0% | +49.6% | -5.7% | +2.1% |
| 3Y | +5.2% | +165.3% | -160.0% | -66.6% |
| 5Y | -65.6% | +130.3% | -195.9% | -87.5% |
| All | -65.6% | +126.9% | -192.5% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling