+496.9%
FSLR vs CG
+320.1%
+176.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.6% | -11.3% | -7.3% |
| 7D | +5.3% | +3.0% | +2.2% | +3.6% |
| 30D | +7.8% | +10.1% | -2.4% | +3.1% |
| 3M | -23.4% | -10.8% | -12.5% | -20.4% |
| 6M | -12.9% | -15.2% | +2.3% | -8.1% |
| YTD | -26.7% | -26.9% | +0.3% | -19.0% |
| 1Y | -28.4% | -17.0% | -11.4% | -24.9% |
| 3Y | +44.6% | +54.6% | -10.1% | +6.8% |
| 5Y | +67.9% | -16.7% | +84.7% | +57.7% |
| 10Y | +496.9% | +320.1% | +176.8% | +167.0% |
| All | +496.9% | +320.1% | +176.8% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling