+726.4%
FSLR vs GAP
+100.7%
+625.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | 0.0% | -4.5% | +4.5% | +1.3% |
| 30D | -13.7% | +9.0% | -22.7% | -16.2% |
| 3M | -35.1% | +5.0% | -40.1% | -36.4% |
| 6M | +3.6% | -17.8% | +21.5% | +7.5% |
| YTD | -21.7% | -10.4% | -11.3% | -21.3% |
| 1Y | +1.3% | -3.4% | +4.7% | -0.9% |
| 3Y | +9.7% | +111.5% | -101.8% | -23.5% |
| 5Y | +117.4% | +8.8% | +108.5% | +71.5% |
| 10Y | +435.5% | +32.9% | +402.6% | +197.9% |
| All | +726.4% | +100.7% | +625.7% | +179.3% |
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