+447.0%
FSLR vs GAP
+28.3%
+418.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.6% | -0.2% | -3.9% |
| 7D | +0.2% | -3.2% | +3.4% | +0.9% |
| 30D | -15.1% | -0.7% | -14.4% | -15.2% |
| 3M | -22.5% | -0.5% | -22.1% | -22.7% |
| 6M | +4.0% | -5.0% | +8.9% | +4.0% |
| YTD | -22.3% | -14.7% | -7.6% | -21.1% |
| 1Y | 0.0% | -8.6% | +8.7% | -0.2% |
| 3Y | +10.9% | +108.4% | -97.5% | -10.9% |
| 5Y | +105.4% | +5.8% | +99.6% | +78.0% |
| 10Y | +447.0% | +29.6% | +417.3% | +317.9% |
| All | +447.0% | +28.3% | +418.7% | +317.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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