+63.1%
FSLR vs GAP
+7.5%
+55.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.4% | -5.3% |
| 7D | -2.6% | -0.1% | -2.6% | -2.7% |
| 30D | +1.8% | -5.4% | +7.2% | +2.6% |
| 3M | -24.4% | +2.9% | -27.3% | -25.2% |
| 6M | -17.7% | -4.4% | -13.3% | -17.9% |
| YTD | -30.7% | -11.6% | -19.1% | -30.4% |
| 1Y | -33.6% | -6.0% | -27.6% | -34.2% |
| 3Y | +35.1% | +78.0% | -42.8% | +11.6% |
| 5Y | +63.1% | +8.5% | +54.6% | +26.5% |
| All | +63.1% | +7.5% | +55.6% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling