+458.5%
FSLR vs GDDY
+207.2%
+251.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.4% |
| 7D | +2.2% | -3.2% | +5.4% | +3.0% |
| 30D | -7.8% | +6.8% | -14.6% | -10.2% |
| 3M | -22.9% | +30.5% | -53.4% | -31.0% |
| 6M | +4.4% | +13.3% | -8.9% | -3.8% |
| YTD | -20.0% | -21.0% | +1.0% | -16.5% |
| 1Y | +2.8% | -34.0% | +36.8% | +14.3% |
| 3Y | +16.5% | +33.1% | -16.5% | -6.1% |
| 5Y | +110.3% | +30.3% | +79.9% | +66.1% |
| All | +458.5% | +207.2% | +251.2% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling