-26.0%
FSLR vs GEHC
+15.6%
-41.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.4% | -1.8% | +3.3% |
| 7D | +10.3% | +13.2% | -2.8% | +7.8% |
| 30D | +10.4% | +30.6% | -20.2% | +5.1% |
| 3M | -20.2% | +22.2% | -42.4% | -23.2% |
| 6M | -8.0% | +40.8% | -48.8% | -14.8% |
| YTD | -25.5% | +4.8% | -30.4% | -24.0% |
| 1Y | -26.0% | +15.7% | -41.7% | -26.8% |
| All | -26.0% | +15.6% | -41.5% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 1y: compounded portfolio wealth divided by compounded GEHC 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…
1y analysis · Full analysis span regression · 6 months rolling