+7.5%
FSLR vs GEHC
+32.6%
-25.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -1.0% |
| 7D | -14.8% | +0.8% | -15.6% | -15.0% |
| 30D | -4.3% | +21.3% | -25.6% | -10.1% |
| 3M | -23.4% | +12.6% | -36.0% | -26.3% |
| 6M | -26.9% | +34.3% | -61.2% | -34.4% |
| YTD | -34.4% | +1.4% | -35.8% | -35.2% |
| 1Y | -33.2% | +12.5% | -45.7% | -36.5% |
| 3Y | +28.1% | +19.2% | +8.8% | +15.9% |
| All | +7.5% | +32.6% | -25.1% | -7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling