+33.2%
FSLR vs GD
+55.3%
-22.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +1.0% |
| 7D | +10.7% | -3.9% | +14.6% | +11.3% |
| 30D | +8.9% | +8.1% | +0.8% | +7.3% |
| 3M | -17.3% | -6.8% | -10.6% | -16.5% |
| 6M | -10.8% | +3.0% | -13.8% | -11.4% |
| YTD | -25.1% | +7.8% | -32.8% | -25.8% |
| 1Y | -29.4% | +5.8% | -35.2% | -30.0% |
| All | +33.2% | +55.3% | -22.1% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 3y: compounded portfolio wealth divided by compounded GD 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…
3y analysis · Full analysis span regression · 6 months rolling