+134.5%
FSLR vs FGI
-68.3%
+202.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.9% | -7.5% | -1.6% |
| 7D | -8.4% | +6.9% | -15.3% | -8.5% |
| 30D | -0.9% | +3.9% | -4.8% | -1.0% |
| 3M | -26.1% | +74.3% | -100.4% | -26.8% |
| 6M | -23.6% | +28.9% | -52.6% | -24.3% |
| YTD | -31.8% | +39.1% | -70.9% | -32.9% |
| 1Y | -32.6% | +49.3% | -81.9% | -33.6% |
| 3Y | +33.0% | +5.7% | +27.3% | +32.3% |
| All | +134.5% | -68.3% | +202.8% | +147.2% |
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