-30.7%
FSLY vs GRMN
+323.5%
-354.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.6% |
| 7D | +4.9% | -0.9% | +5.7% | +5.5% |
| 30D | -33.5% | +1.2% | -34.7% | -34.3% |
| 3M | -44.6% | -8.9% | -35.7% | -41.3% |
| 6M | -9.2% | +23.0% | -32.2% | -22.6% |
| YTD | +63.3% | +41.2% | +22.0% | +24.8% |
| 1Y | +45.3% | +47.5% | -2.2% | +7.4% |
| 3Y | +3.7% | +155.8% | -152.0% | -55.5% |
| 5Y | -67.2% | +120.2% | -187.3% | -84.7% |
| All | -30.7% | +323.5% | -354.2% | -80.1% |
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