+108.4%
FSLR vs GFI
+515.1%
-406.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.5% |
| 7D | -0.1% | -5.1% | +5.0% | +0.7% |
| 30D | -14.0% | +13.4% | -27.4% | -15.9% |
| 3M | -16.9% | +36.2% | -53.1% | -21.4% |
| 6M | +4.7% | -9.8% | +14.6% | +5.0% |
| YTD | -20.7% | +7.7% | -28.4% | -22.9% |
| 1Y | +1.7% | +27.2% | -25.5% | -3.8% |
| 3Y | +13.1% | +300.3% | -287.2% | -11.8% |
| 5Y | +108.4% | +539.8% | -431.4% | +43.1% |
| All | +108.4% | +515.1% | -406.7% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling