+16.5%
FSLR vs GFI
+287.6%
-271.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | +2.2% | -4.9% | +7.1% | +3.2% |
| 30D | -7.8% | +10.7% | -18.6% | -9.7% |
| 3M | -22.9% | +25.6% | -48.5% | -26.7% |
| 6M | +4.4% | -8.3% | +12.6% | +4.3% |
| YTD | -20.0% | +6.3% | -26.3% | -22.4% |
| 1Y | +2.8% | +22.1% | -19.3% | -2.9% |
| 3Y | +16.5% | +289.2% | -272.7% | -18.5% |
| All | +16.5% | +287.6% | -271.1% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling