-14.2%
FSLY vs GRMN
+312.9%
-327.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | -10.6% | -2.9% | -7.8% | -8.8% |
| 30D | -20.9% | -8.4% | -12.5% | -15.6% |
| 3M | +3.4% | +15.0% | -11.6% | -6.9% |
| 6M | +2.7% | +11.2% | -8.5% | -6.1% |
| YTD | +102.3% | +37.7% | +64.6% | +58.4% |
| 1Y | +182.1% | +18.5% | +163.6% | +143.9% |
| 3Y | -14.6% | +175.8% | -190.4% | -66.1% |
| 5Y | -55.9% | +75.1% | -131.0% | -76.5% |
| All | -14.2% | +312.9% | -327.0% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling