+125.7%
FSLR vs FGI
-74.8%
+200.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -25.2% | +24.6% | -0.3% |
| 7D | -14.8% | -14.4% | -0.4% | -14.7% |
| 30D | -4.3% | -11.8% | +7.5% | -4.3% |
| 3M | -23.4% | -46.2% | +22.9% | -23.0% |
| 6M | -26.9% | +5.2% | -32.1% | -27.4% |
| YTD | -34.4% | +10.5% | -44.9% | -35.3% |
| 1Y | -33.2% | +25.5% | -58.7% | -34.1% |
| 3Y | +28.1% | -16.0% | +44.1% | +27.6% |
| All | +125.7% | -74.8% | +200.5% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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