+152.3%
FSLR vs FGI
-70.0%
+222.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.9% | -6.6% | -4.8% |
| 7D | +5.3% | -1.4% | +6.6% | +5.3% |
| 30D | +7.8% | -3.2% | +11.0% | +7.8% |
| 3M | -23.4% | +64.1% | -87.5% | -24.1% |
| 6M | -12.9% | +17.2% | -30.1% | -13.5% |
| YTD | -26.7% | +31.6% | -58.2% | -27.8% |
| 1Y | -28.4% | +45.1% | -73.5% | -29.5% |
| 3Y | +44.6% | -2.0% | +46.5% | +44.1% |
| All | +152.3% | -70.0% | +222.3% | +166.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling