+686.2%
FSLR vs GD
+662.1%
+24.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.6% | +7.2% | +6.3% |
| 7D | +10.3% | +3.0% | +7.4% | +8.0% |
| 30D | +10.4% | +10.5% | -0.1% | +2.8% |
| 3M | -20.2% | -5.0% | -15.2% | -17.8% |
| 6M | -8.0% | +5.5% | -13.5% | -12.3% |
| YTD | -25.5% | +10.3% | -35.9% | -31.7% |
| 1Y | -26.0% | +8.2% | -34.1% | -31.1% |
| 3Y | +28.0% | +59.0% | -31.0% | -12.9% |
| 5Y | +66.7% | +104.3% | -37.5% | -8.0% |
| 10Y | +498.9% | +202.4% | +296.4% | +120.5% |
| All | +686.2% | +662.1% | +24.1% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling