+631.5%
FSLR vs GAP
+98.0%
+533.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.4% | -5.2% |
| 7D | -2.6% | -0.1% | -2.6% | -2.8% |
| 30D | +1.8% | -5.4% | +7.2% | +3.0% |
| 3M | -24.4% | +2.9% | -27.3% | -25.7% |
| 6M | -17.7% | -4.4% | -13.3% | -18.1% |
| YTD | -30.7% | -11.6% | -19.1% | -30.4% |
| 1Y | -33.6% | -6.0% | -27.6% | -34.6% |
| 3Y | +35.1% | +78.0% | -42.8% | -0.8% |
| 5Y | +63.1% | +8.5% | +54.6% | +28.8% |
| 10Y | +466.4% | +8.6% | +457.8% | +250.7% |
| All | +631.5% | +98.0% | +533.5% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling