+28.3%
FSLR vs GEHC
+10.0%
+18.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | 0.0% | -4.0% | +4.0% | +1.3% |
| 30D | -13.7% | -2.0% | -11.7% | -13.1% |
| 3M | -35.1% | +8.0% | -43.1% | -37.2% |
| 6M | +3.6% | -12.8% | +16.4% | +7.7% |
| YTD | -21.7% | -15.9% | -5.8% | -17.8% |
| 1Y | +1.3% | -6.9% | +8.2% | +2.2% |
| 3Y | +9.7% | 0.0% | +9.7% | +4.9% |
| All | +28.3% | +10.0% | +18.3% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling