-26.0%
FSLR vs GFI
+6.9%
-32.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.3% | -1.7% | +2.8% |
| 7D | +10.3% | +1.4% | +8.9% | +9.7% |
| 30D | +10.4% | +3.0% | +7.4% | +9.2% |
| 3M | -20.2% | +10.2% | -30.3% | -23.2% |
| 6M | -8.0% | -10.1% | +2.1% | -7.2% |
| YTD | -25.5% | -11.4% | -14.1% | -29.5% |
| 1Y | -26.0% | +8.4% | -34.4% | -36.8% |
| All | -26.0% | +6.9% | -32.9% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling