+68.3%
FSLR vs GD
+97.4%
-29.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +1.4% |
| 7D | +10.7% | -3.9% | +14.6% | +12.0% |
| 30D | +8.9% | +8.1% | +0.8% | +5.9% |
| 3M | -17.3% | -6.8% | -10.6% | -15.6% |
| 6M | -10.8% | +3.0% | -13.8% | -12.1% |
| YTD | -25.1% | +7.8% | -32.8% | -27.3% |
| 1Y | -29.4% | +5.8% | -35.2% | -31.1% |
| 3Y | +28.8% | +55.3% | -26.5% | +4.3% |
| 5Y | +68.3% | +96.7% | -28.4% | +14.6% |
| All | +68.3% | +97.4% | -29.1% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling