+20.2%
FSLR vs GEHC
+34.3%
-14.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.0% | -6.7% | -5.4% |
| 7D | +5.3% | +5.6% | -0.4% | +3.4% |
| 30D | +7.8% | +27.9% | -20.1% | -0.4% |
| 3M | -23.4% | +17.1% | -40.5% | -27.3% |
| 6M | -12.9% | +32.5% | -45.4% | -21.4% |
| YTD | -26.7% | +2.7% | -29.3% | -27.8% |
| 1Y | -28.4% | +15.3% | -43.7% | -32.5% |
| 3Y | +44.6% | +23.7% | +20.9% | +29.4% |
| All | +20.2% | +34.3% | -14.1% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling