+420.9%
FSLR vs CG
+274.5%
+146.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -1.6% |
| 7D | -12.0% | -1.5% | -10.5% | -11.6% |
| 30D | -7.7% | +5.7% | -13.4% | -10.1% |
| 3M | -24.0% | -17.9% | -6.1% | -18.4% |
| 6M | -24.4% | -20.2% | -4.3% | -18.3% |
| YTD | -34.0% | -32.0% | -2.0% | -25.0% |
| 1Y | -35.6% | -27.0% | -8.6% | -28.8% |
| 3Y | +28.7% | +42.8% | -14.1% | -1.9% |
| 5Y | +55.3% | -23.4% | +78.8% | +51.0% |
| All | +420.9% | +274.5% | +146.3% | +140.3% |
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