+33.8%
FSLR vs GEHC
+6.6%
+27.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.3% | +5.2% |
| 7D | +6.8% | -5.2% | +12.0% | +8.5% |
| 30D | -14.7% | -7.0% | -7.8% | -12.8% |
| 3M | -22.6% | +3.3% | -25.9% | -24.0% |
| 6M | +12.7% | -10.0% | +22.7% | +15.5% |
| YTD | -18.4% | -18.5% | +0.1% | -13.5% |
| 1Y | +4.9% | -14.4% | +19.3% | +9.1% |
| 3Y | +16.4% | +3.4% | +13.0% | +10.9% |
| All | +33.8% | +6.6% | +27.2% | +23.8% |
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 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