+51.8%
FSLR vs GEHC
+18.1%
+33.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.4% | +3.3% |
| 7D | +15.3% | +7.6% | +7.7% | +12.7% |
| 30D | +11.7% | +27.5% | -15.8% | +3.1% |
| 3M | -17.6% | +17.2% | -34.8% | -21.9% |
| 6M | -7.7% | +33.6% | -41.3% | -17.3% |
| YTD | -23.0% | +0.6% | -23.6% | -23.4% |
| 1Y | -26.0% | +11.3% | -37.3% | -29.4% |
| All | +51.8% | +18.1% | +33.7% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling