+454.3%
FSLR vs GEN
+150.2%
+304.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +4.9% |
| 7D | +6.8% | -0.7% | +7.5% | +7.0% |
| 30D | -14.7% | +2.6% | -17.4% | -15.3% |
| 3M | -22.6% | +15.8% | -38.3% | -25.5% |
| 6M | +12.7% | +33.1% | -20.4% | +4.1% |
| YTD | -18.4% | +11.3% | -29.7% | -21.4% |
| 1Y | +4.9% | +1.7% | +3.3% | +3.4% |
| 3Y | +16.4% | +58.1% | -41.7% | +1.3% |
| 5Y | +123.5% | +20.6% | +102.8% | +103.0% |
| 10Y | +454.3% | +149.0% | +305.3% | +287.0% |
| All | +454.3% | +150.2% | +304.1% | +287.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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