+27.4%
FSLR vs GEHC
+4.1%
+23.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.4% | -2.4% | -4.0% |
| 7D | +0.2% | -7.6% | +7.9% | +2.7% |
| 30D | -15.1% | -10.7% | -4.5% | -12.1% |
| 3M | -22.5% | -1.2% | -21.3% | -22.8% |
| 6M | +4.0% | -13.7% | +17.7% | +8.1% |
| YTD | -22.3% | -20.4% | -1.8% | -16.9% |
| 1Y | 0.0% | -17.0% | +17.1% | +5.0% |
| 3Y | +10.9% | +0.9% | +9.9% | +6.4% |
| All | +27.4% | +4.1% | +23.3% | +18.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling